Exercise #1 – Counting occurrences of events Exercise #2 – Joining two series Exercise #3 – Disaggregating a series

Counting occurrences of events Intro If you want to calculate, and highlight on your chart, like this blue line below, the number of occurrences a certain event took place, you can do so by using a formula language. In our example we will calculate how many times the S&P 500 Volatility Index (VIX) has been … Continue reading “Exercise #1”

In other words, we need to sum the 1 and 0 of the previous logical expression, over time. In the formula expression we can do this by using the function AggregateSum. It returns a result where the value at each observation is the sum of the values of all observations preceding it. AggregateSum(vix<10) Using the … Continue reading “Count how many times VIX has been lower than 10”

The first step is to determine when the VIX has been lower than 10. In order to do so, we need to create a logical expression: Vix<10 This creates a binary time series, returning 1 when the Vix is lower than 10, and 0 otherwise. This way we have created a time series that identifies … Continue reading “Determine when the VIX has been lower than 10”

Creating a regression model with a fitted line Objective Limiting the data sample Performing a simple regression analysis Adding a regression line in a scatter chart Solution If you get stuck, use the worksheet to see what to do next. If you need more detailed help, have a look at the learning resources below. The … Continue reading “Case #10”