Posts by AparecidaMartins • 21 points
3 posts
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viewsQ: Window accumulated in R
I need to rank days based on a cumulative window of all the days before it. In this case, I need to start with a 252-day window, sort the observations, make a ranking of 20 equally distributed…
rasked AparecidaMartins 21 -
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viewsQ: Create a mobile ranking based on a 252-day window
I have a time series of implied volatility index (retivol) in daily data. Sample of 9 years. I want to create a 20-percentile mobile ranking based on a 252-day mobile window t and compare the date t…
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viewsQ: Percentile Ranking - R
I need to divide a time series into 20 equally spaced percentiles and create a ranking for that division by classifying implied volatility levels, in this case. The time series is composed of daily…
rasked AparecidaMartins 21