RealTest User Guide
RealTest User Guide

 

 

Navigation: Realtest Script Language > Syntax Element Details >

#StdDev

 

 

 

 

Category

Cross-Sectional Functions

Description

For each date, evaluates a formula and then calculates the standard deviation of values among all symbols on that date.

Example

ReturnDeviation: #StdDev ROC(C, 1)

Calculates the standard deviation of closing prices across all stocks today and stores that value in today's slot for each symbol.

Notes

If the formula result is nan (not a number -- unable to calculate) then that stock is not included in the count that is used in the standard deviation calculation.

 

 

 

 

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