Software for standard Deviation

i was wondering if people use certain software to calculate a stocks standard deviation over a certain time frame. If so what is it. thanks

 

trade ideas

 

In order of complexity:

Pencil and Paper
Calculator
Microsoft Excel
Basic Language
S-Plus
Robert Engle

 

It's easy with Excel.

1. Import the data into a new spreadsheet
2. Go to Tools > Data Analysis > Descriptive Statistics
3. Enter the relative information into the input range and output range, Summary Statistics, and 95% confidence level
4. Press OK and your in business

Note: You may have to install the Analysis Toolpack Add-In first.

P.S. You'll note that all distributions from real world financial data have some degree of skew and kurtosis. Guys with Nobel Prizes in economics have not figured out how to accurately model these phenomena yet, and neither will you.

 

Very true.
It's a useful tool, but also a very dangerous one. You absolutely have to know what you're doing.

 

thanks for all the ideas, i am still just learning but after reading about pricing models and such i was wanting to try to create some real models with current information just for practice.

 

I dont know about what software people use for Std Dev. When I first learned it the software was a piece of paper, a pencil and a hand calculator. It does not hurt to know how to do it yourself before you go blindly into software

 

Standard dev. and other stats., alerts, back testing, etc..... very easy to use.

http://www.trade-ideas.com/

 

Excel function:

=STDEV(x:y)

where x is the starting cell and y is the end cell of the group of cells you're calculating

 

Here C# code snippet that does it:

http://www.bowgett.com/StandardDeviation.aspx