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MathGroup Archive 2008

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Basic programming

  • To: mathgroup at smc.vnet.net
  • Subject: [mg93576] Basic programming
  • From: BionikBlue <frankflip at hotmail.com>
  • Date: Sat, 15 Nov 2008 06:03:52 -0500 (EST)

Hey I'm a beginner in mathematica and I'm trying to code a little something but can't seem to be able to make it work... I know its pretty basic and that's exactly my problem since the mathematica help is a bit overkill for what I need.

I have daily stock prices for a stock on a 100 day period, I want to compute the standard deviation for a rolling 10 days period for the whole list of data.

So basically, I would like to do something like this :
stdev(1;;10)
then stdev(2;;11)
until stdev(91;;100)
and get the results in a list

Id also like to get it another way, by starting with only one observation and building my standard deviation calculation until I have my whole rolling period built up, for example :
stdev(1)
stdev(1,2)
stdev(1,2,3)
until stdev(1;;10)
then same as before, roll the period until the end of dataset and produce a list of the results.

Thanks for the help, if what I wrote is not clear enough let me know, Ill try to explain it in more details!


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