Pctdev

General
1

Is there a formula or rule for measuring the recent volatility (e.g., PctDev) of the benchmark?

2

You can use LoopRelStdDev. For example, LoopRelStdDev("close(CTR,$sp500)/close(Ctr+1,$SP500)",60) should be equivalent to PctDev(60,1) applied to the S&P 500.

1 Like
3

Thank you.