Software for standard Deviation

J

jasonc

i was wondering if people use certain software to calculate a stocks standard deviation over a certain time frame. If so what is it. thanks
 
Quote from jasonc:

i was wondering if people use certain software to calculate a stocks standard deviation over a certain time frame. If so what is it. thanks
More...

In order of complexity:

Pencil and Paper
Calculator
Microsoft Excel
Basic Language
S-Plus
Robert Engle
 
It's easy with Excel.

1. Import the data into a new spreadsheet
2. Go to Tools > Data Analysis > Descriptive Statistics
3. Enter the relative information into the input range and output range, Summary Statistics, and 95% confidence level
4. Press OK and your in business

Note: You may have to install the Analysis Toolpack Add-In first.

P.S. You'll note that all distributions from real world financial data have some degree of skew and kurtosis. Guys with Nobel Prizes in economics have not figured out how to accurately model these phenomena yet, and neither will you.
 
thanks for all the ideas, i am still just learning but after reading about pricing models and such i was wanting to try to create some real models with current information just for practice.
 
I dont know about what software people use for Std Dev. When I first learned it the software was a piece of paper, a pencil and a hand calculator. It does not hurt to know how to do it yourself before you go blindly into software
 
Excel function:

=STDEV(x:y)

where x is the starting cell and y is the end cell of the group of cells you're calculating
 
You must log in or register to reply here.
Back
Top