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 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, observation) = Pow(CutStart(series, observation+1) … 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”
Aggregate all declining values Calculation based on a condition Counting days when market is closed Do calculation when series fall below its average Number of series which have risen Counting time Count(), Count valid, Counter() Count days Count days between Fed Funds Rate hikes/cuts and cuts/hikes Countdown till 0 How far from a point? How … Continue reading “All about counting observations”
Purpose How to create and save your own formula? Create new formula Simple example Advance example Incorrect formula Description Finding and applying saved formula How to copy user defined formula to other accounts? Examples Purpose Not everything can be pre-programmed in Macrobond formula language but from these blocks you can build exactly what you need. … Continue reading “User defined formulas (User defined functions)”
Overview Important information How calculation works? Series names Numerical constants Arithmetic operations Functions Observation windows (rolling) Observation numbers Logical values and functions Operators The formula editor User defined functions Overview The purpose of the Macrobond formula language is to make calculations on series. The series are typically time series, and the result of a formula … Continue reading “The Macrobond formula language”
Overview Why use Formulas? How to work with Formula analysis? Aliases Expression Case sensitivity Include input series as output Applying formulas: Series list vs. Formula analysis How to create a formula in the Series list? How to create a formula in the analysis tree? Frequency How does the Formula language work? Input variables Dates Window … Continue reading “Introduction to Formula”
Built-in formulas Extend() Extend with last value to the end of a period Extend with another value to a specified point in time Extend with last YoY percentage from same series ExtendLinear() vs LinearExtended() Extend trend from part of series Extend with value x observations from end of series Extend with x last values and … Continue reading “All about extending series”