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RE: Basic programming

  • To: mathgroup at
  • Subject: [mg93588] RE: [mg93576] Basic programming
  • From: "Richard Hofler" <rhofler at>
  • Date: Sun, 16 Nov 2008 07:04:26 -0500 (EST)
  • References: <>


I'm betting that you'll get many useful answers. Here's one solution 
that I hope will help you.

One starting point to give you the rolling std. deviation is to create a 
function that outputs three values:

{the location of the 1st element used to calculate the std. dev., the 
location of the last element used to calculate the std. dev., the std. 

lst = {1,20,3,40,5,60,7,80,9,100,11,120,5,7,90};

(* You might want to look up SetPrecision in the Documentation Center *)

Then, evaluate the function for several ranges of elements in your list.







Now that you see how it works, here's the concise method:



Richard Hofler


From: BionikBlue [mailto:frankflip at]
Sent: Sat 11/15/2008 6:03 AM
To: mathgroup at
Subject: [mg93588] [mg93576] Basic programming

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 :
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 :
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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