Cut Extend Join Lag Cut For more examples see All about dates and observations numbers. Cut – shortening series Extend For more examples see All about extending series. Extend – lengthening series Join For more examples see All about extending series. Join – connecting series Lag Lag – moving series
Mathematical operations, logical operators Filling null values Aggregating & disaggregating Aggregating Product, creating Index Forecast Mathematical functions For more examples see All about counting observations. Mathematical operations, logical operators Whole list of operators can be found under The Macrobond formula language. Count, Count valid, Counter Operators – add, subtract, multiply, divide Operators – or, and, … Continue reading “Logical & Math formulas”
Percentile Probability Standardize / Z-score / Normalization Standard deviation Tail Percentile Use formula to calculate percentile for each value within series: PercentRank(series, value) Percentrank – Percentile of a value Probability Use one of ours formulas to calculate probability. Log-normal distribution to create USDEUR forecast fan chart Probability – 2-piece normal distribution and distribution described Probability … Continue reading “Statistical formulas”
CAGR Drawdown Investment Strategy RSI FRA contracts CAGR (Compound Annual Growth Rate) CAGR Use one of these user defined formula: .CAGR(series, years) = Pow(series / At(series, AddYears(-years)), 1/years) – 1 .CQGR(series, quarters) = Pow(series / At(series, AddMonths(-3 * quarters)), 1 / quarters) – 1 .CMGR(series, months) = Pow(series / At(series, AddMonths(-months)), 1/months) – 1 .CAGRobs(series, … Continue reading “Financial formulas”
Overview Show values Show value for a specific observation Show value one month back Show value for every (second) Friday Remove observations Cut observations from the middle Cut series at the end of previous month then extend Overview Each observation in series has a number which can be used as a reference. These numbers are … Continue reading “All about dates and observations numbers”
This feature is available in Macrobond 1.30 and later with enhancements in 1.31. Overview Using Quick Views Add Quick view Pre-prepared charts and templates How to turn Quick view into normal document? Defining keyboard shortcuts My templates Creating new template Adding series, calculations and charts Adding the presentations to a page Organizing page layout Creating … Continue reading “Quick view & My templates tab”
Overview Using analysis and formulas compare aggregated returns for different periods of time. Examples Comparing returns for S&P500 Let’s compare cumulated returns for S&P 500 starting on two different dates.
Overview Using analysis and formulas calculate when Golden Cross pattern appears in a series and how long the periods between Golden Cross and Death Cross are. Examples Golden Cross for S&P500 Here we have calculated Golden Cross for S&P 500 series.
Overview Due to its nature (many shorter series with one long) chart showing previous market expectations sometimes resembles a hedgehog. Examples Rikshog See previous market expectation for Sweden’s Policy Rate (prev. Repo Rate). 10-year US bond yield Using custom formula we have created market expectations lines.
Overview Our built-in formulas: SMACD(series, short, long, signal) FMACD(series, short, long) utilizes the exponential method. The simple one can be replicated using difference in arithmetic means. Example MACD – simple and exponential Comparison of two methods of calculating Moving average convergence/divergence (MACD).