AlfyParticipant
Average
Good morning guys, i am looking to create a ratio of the 6 day Historical vol/100 day historical vol. On PRT historical vol exists but doesnt allow a ratio. Can anyone help with the code? Thanks in advance
Best regards
JSParticipant
Senior
Hi @Alfy
Do you mean something like this…
xHV6=HistoricVolatility[6](close)
xHV100=HistoricVolatility[100](close)
xHVRatio=xHV6/xHV100
Return xHVRatio
AlfyParticipant
Average
Thats exactly what i was looking for! Thanks so much for your help