Skew implementation
Posted: Tue May 30, 2023 11:04 am
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
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