Category: Analyzing

Transformations

There are four analyses you can use to transform a series.

Rate of change

Overview Settings Method Length Mode Force Examples Questions What is the difference between the Rate of change analysis and selecting ‘Rate of change since’ when doing a Cross sampling analysis? Why annualization in Rate of change analysis works differently than in Cross sampling analysis? Overview Example of general use of Rate of change analysis calculating … Continue reading “Rate of change”

Performance

Overview Settings Change since, date and period Method Examples Questions Why does the output doesn’t start with 0? Why Year-to-date isn’t calculated till selected date? Overview Example of general use of Performance analysis calculating Year to date for current year (in percentage): The Performance analysis allows you to see how a time series has changed … Continue reading “Performance”

Zero coupon rate

Overview Settings Output series Epochs Prefer before previous Example Overview The Zero coupon rate analysis uses the Libor Market model to construct zero coupon rates at different maturities. Such rates can typically not be observed directly on the market except for short deposit rates. Longer rates are then constructed based on the shorter rates by … Continue reading “Zero coupon rate”

Fixed income

There are two analyses related to fixed income.

Statistical

There are a number of analysis that you can use for statistical calculations.

Filters

There are several analyses that filter time series

Histogram

Overview  Theory Automatic bin Density methods Cumulative distribution methods Settings Report Examples Questions Can I plot two histograms on one chart? How to display the relative density as percentage of the total number of observations? Overview Example of general use of Histogram analysis showing distribution of YoY% values for US CPI: With the Histogram analysis, … Continue reading “Histogram”

Index builder

Overview Settings Index Types Constant user weights Weights from series Variable user weights Market cap weights Variable user units Aggregate, weight from series Aggregate, variable user weights Settings for calculation methods Capped (%) Missing input Rebalancing Output Start date/End date Start at shortest/End at shortest Import… (user weights from a file) Missing values Examples Overview … Continue reading “Index builder”