"Rolling" Averages
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Posted by Jim on December 22, 2005 at 20:29:44:
Mark:
Hi from a long time user and "fan". Have you ever worked through the concept of "rolling Return averages" vs. Static[Fixed in time] Averages. Can FM calculate these ?? If not, Are you aware of any spreadsheet programs [Excel] that cover this topic ?? I'm curious and interested as a way of spreading out returns over time and "smoothing" the "StdDev" of returns as an input to the Return Portion of a Risk/Return Excel Matrix.
The Very Best to You and Yours.... Jim R.
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