SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Fri Sep 21, 2018 9:30 am

All times are UTC + 3 hours




Post new topic Reply to topic  [ 3 posts ] 
Author Message
 Post subject: GetMoment
PostPosted: Thu Aug 01, 2013 7:55 am 
Offline

Joined: Wed Aug 08, 2007 6:32 pm
Posts: 220
Hi can anyone explain what this is (member of an indicator) and what k is. Am I correct in saying this is similar to moment of inertia ie going up, down sideways.

public double GetMoment(
int k,
int index1,
int index2
)


Top
 Profile  
 
 Post subject: Re: GetMoment
PostPosted: Thu Aug 01, 2013 2:40 pm 
Offline

Joined: Wed Oct 08, 2003 1:06 pm
Posts: 833
Hi,

GetMoment returns k's moment of a series, please see:
http://en.wikipedia.org/wiki/Moment_(statistics)

k=1 corresponds to Mean, k=2 to Variance, k=3 to Skewness etc.

Regards,
Sergey.


Top
 Profile  
 
 Post subject: Re: GetMoment
PostPosted: Thu Aug 01, 2013 2:45 pm 
Offline

Joined: Wed Aug 08, 2007 6:32 pm
Posts: 220
Thanks that makes more sense!


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 3 posts ] 

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 2 guests


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB® Forum Software © phpBB Group