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It's interesting (to me, at least) that there seems to be little agreement concerning the definition of "historical volatility". Many define it as the standard deviation of returns over some time period, but neglect to say if the returns are daily, weekly ... whatever. Further, they...

I only look at log(Price) when it's over long time periods and there's a dramatic change ... then I get to see more detail :)

.TO stocks work for me :confused: Babak: Could you e-mail your comments? pjponzo@golden.net

Babak Tell me the four stock symbols (and the ratio symbols) and I'll try it myself. Note: The R = Ratio is calculated from the four stocks that were downloaded ... so you gotta select two of those four.

"Do know any other math/science related sites that is similar to yours in flair?" No, I don't. The ones I ran across (umpteen years ago) I couldn't understand ... which explains my starting up gummy-stuff. "my son, as a baby, used the word 'gummy' when referring to a pumpkin." When I...

Note: When I said "By popular demand", I was talking about my wife. She demanded I do something to keep me busy :) "I was wondering if you were the same Gummy..." Yes, I think so. I've been playing in that gummy-stuff sandbox for over ten years.

By popular demand :D http://www.gummy-stuff.org/RS-indicator.htm

I've sent the following e-mail to mansfield (who, I assume, generates the charts): -------------------------------- I'm confused. Here: http://www.mansfield-charts.com/Targets/Samples/FWeeklySamp.htm you have a chart (#12) which oscillates about the value 0. It's (apparently)...

Some interesting mathematical machinations are required to make (MktPrice) / (BasePrice * S&P500) oscillate about 0: (MktPrice) / (BasePrice * S&P500) = 0 when ... what? MktPrice = 0 ? BasePrice = infinity ? S&P500 = infinity ? That must be the "new math" :)

Babak: I think you'll need to define "RS" before you get an acceptable answer. The "standard" definition(s) of RS will not guarantee oscillations about an axis ... except by accident :D (It's sorta like asking how to make S&P500 returns oscillate about an axis.)

I don't know if this is useful, but I have an old spreadsheet that plays the Fibonacci Game. It looks like this: Download the spreadsheet here: http://www.gummy-stuff.org/SS/download-data.xls and there's a (short!) description here ... somewhere :)

If RS = Price / Index, then (as per Bernd's suggestion), you can see whether it's going up or down by using: RS(now) / RS(then) which might range from 0.95 to 1.1 (for example). To get the percentage change, you could use: 100 [ RS(now) / RS(then) - 1 ] which would oscillate...

Once-upon-a-time somebuddy suggested a similar problem. 'course, it means predicting the stock prices and any interesting moving averages. Anyway, I played with it and have a fun spreadsheet, described here. It generates neato charts, like so:

P.S. Intrigued by the original post on this thread (and loving them thar coloured things), I got me a fun spreadsheet, described here. It's great entertainment ... try it :D

Found this on some website: AAMOF you see IMHO everywhere but OTOH it's so common that FWIW I often find myself ROFL ... and BTW, I prefer IMCO to IMNSHO and IAC

There are similar explanations here.

It's here: http://www.gummy-stuff.org/EMA-deviation.xls Try it ! No guarantees on the spreadsheet. It was written on-the-fly and may or may not work fer y'all. :p

Hmmm ... normalized distance from a moving average? How about the EMA distance for, say, GE stock? Interesting, eh?

Funny! I prefer exp(ln(e)).

horribilicus: Actually, I was particularly interested in the question: In the prescription for the Exponential Moving Average, namely: EMA(N) = α EMA(N-1) + (1-α) P(N) everybuddy (for reasons unknown to me) seems to use α = 1 - 2/(N+1) My interest was not...