Examples data (edhec) table.TrailingPeriods (edhec [,10:13], FUNCS=c ("SharpeRatio","VaR"), funcs.names = c ("Sharpe Ratio", "Modified VaR"), periods=c (12,24,36)) [Package …

Description A table of estimates of rolling period return measures Usage table.RollingPeriods( R, periods = subset(c(12, 36, 60), c(12, 36, 60) < length(as.matrix(R[, 1]))), FUNCS = c("mean", …

May 2, 2019 · table.RollingPeriods (R, periods = subset ( c (12, 36, 60), c (12, 36, 60) < length ( as.matrix (R [, 1]))), FUNCS = c ("mean", "sd"), funcs.names = c ("Average", "Std Dev"), digits …

Jul 2, 2011 · For ‘stiff ships’ the period of roll could be as low as 8 seconds due to a large GM. For ‘tender ships’ the period of roll will be, say, 25–35 seconds, due to a small GM. A good …

Feb 26, 2024 · A common request we get for analytics is to provide a calculation on a rolling period. For example, we would like to see how many customers we had each month in the last …

Jul 25, 2017 · Summary of table above: 1932–2016 has 66 Twenty-year rolling periods, of which 58 have recorded average annualized above 7.8%, or 88% of the rolling periods.

Rolling Periods Summary: Statistics and Stylized Facts. A table of estimates of rolling period return measures.

Aug 12, 2021 · Here's some code that reproduces the results from your example, and uses the table method: efcode = np.random.randint(0, 2, size=10000), date = …

A deeper analysis about the rolling returns of the SPDR S&P 500 (SPY). Which is the statistical and historical return of a 3 / 5 / 10 years investment?

The goal is to use the summarized data to calculate growth rates that roll over time so they're fully dynamic and don't need to be modified again in the future. In SQL, I would use a CASE …