1 Reply Latest reply: May 12, 2015 9:28 AM by Sunny Talwar RSS

    Set Analysis - Running Mean, Std, Skew and Kurtosis

    Manish Chauhan

      Hi

       

      I have a simple combo chart with a measure of daily rtns (as bars) and date as the dimension. I would like to add the running mean, std, skew and kurtosis (as lines) for the data points from the beginning to the ladder date.

       

      If I filter on the date, then the mean, std,skew and kurtosis should be based on the daily returns within the filtered date. I would be grateful if you can provide the set analysis expression for doing this, using the terms

       

      Dimension: Ladder_Date

      Measure: Daily Rtns = SUM(TDY/NAV)

       

      So for example:

       

      If I use the expression Avg(Aggr(SUM(TDY/NAV), Ladder_Date)), this seems to aggregate across all the ladder_dates within the filter, but I want to show it as a the average from the beginning to the point in the ladder date, rather than the full set of ladder dates. So instead of a constant line, the line (the avg) should be different at each ladder_date point.

       

      Any ideas?