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Re: Basic programming

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  • Subject: [mg93582] Re: Basic programming
  • From: Bill Rowe <readnews at>
  • Date: Sun, 16 Nov 2008 07:03:19 -0500 (EST)

On 11/15/08 at 6:03 AM, frankflip at (BionikBlue) wrote:

>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

If I understand what you want correctly, then

StandardDeviation/@Partition[data, 10, 1]

will create the list you want

Partition with the syntax above creates sublists of length 10
with offsets of 1 for the starting element of each sublist. The
rest simply maps StandardDeviation to each sublist to create a
list of standard deviations

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