Skew implementation

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Magnus
Roundtable Fellow
Roundtable Fellow
Posts: 56
Joined: Mon May 10, 2010 10:18 am
Location: UK

Skew implementation

Post by Magnus »

I am looking to implement skewness (skew) calculation of monthly (and/or daily) return statistics in TradingBlox. I don't think it is a built-in statistics? ...at least I haven't found it. I wonder if anyone is happy to share how to best implement?

I did find a post by Roger Rines from 2005 with statistics including skewness (so at least he must have done it) but haven't found any details around implementation.

Many thanks, Magnus
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