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XLeratorDB/Windowing Functions Documentation

FUNCTION REFERENCE - Windowing Functions FUNCTIONS

Moving Averages

DEMA

Daily Exponential Moving Average

DWMA

Daily Weighted Moving Average

MovingEWMA

Moving Exponentially Weighted Moving Average

RunningEWMA

Running Exponentially Weighted Moving Average

Inventory Calculations

FIFO

Calculate FIFO (first in, first out) values in an ordered resultant table.

LIFO

Calculate LIFO (last in, first out) values in an ordered resultant table.

WAC

Calculate running weighted average cost in an ordered resultant table.

Analytic Functions

LAG

Obtain access to multiple rows within a resultant table, without the need for a self-join.

Moving Values

MovingAVG

Moving Average

MovingCORREL

Calculate the Pearson product moment correlation coefficient through data points in y- and x-values within a resultant table or partition, without the need for a self-join.

MovingCOUNT

Show how many rows are included in an ordered resultant table or within a partition in the resultant table, without having to do a self-join.

MovingCOVAR

Calculate the covariance through data points in y- and x-values within a resultant table or partition, without the need for a self-join.

MovingDEVSQ

Calculate the sum of squares of deviations of column values from their sample mean in an ordered resultant table, without the need for a self-join.

MovingFORECAST

Calculate the predicted value of y for a specific value of x for a series of x- and y-values within a resultant table or partition, without the need for a self-join.

MovingINTERCEPT

Calculate the intercept of a series of x- and y-values within a resultant table or partition, without the need for a self-join.

MovingKURT_P

Calculate the population kurtosis of column values in an ordered resultant table, without the need for a self-join.

MovingKURT_S

Calculate the sample kurtosis of column values in an ordered resultant table, without the need for a self-join.

MovingMAX

Calculate the maximum of column values in an ordered resultant table, without the need for a self-join.

MovingMIN

Calculate the minimum of column values in an ordered resultant table, without the need for a self-join.

MovingPRODUCT

Calculate the product of column values in an ordered resultant table, without the need for a self-join.

MovingRSQ

Calculate the square of the Pearson product moment correlation coefficient through data points in y- and x-values within a resultant table or partition, without the need for a self-join.

MovingSKEW_P

Calculate the population skewness of column values in an ordered resultant table, without the need for a self-join.

MovingSKEW_S

Calculate the sample skewness of column values in an ordered resultant table, without the need for a self-join.

MovingSLOPE

Calculate the slope of a series of x- and y-values within a resultant table or partition, without the need for a self-join.

MovingSTDEV

Calculate the sample standard deviation of column values in an ordered resultant table, without the need for a self-join.

MovingSTDEVP

Calculate the population standard deviation of column values in an ordered resultant table, without the need for a self-join.

MovingSTEYX

Calculate the standard error of the predicted y-value for each x in a regression within a resultant table or partition, without the need for a self-join.

MovingSUM

Calculate the sum of column values in an ordered resultant table, without the need for a self-join.

MovingTEST

Calculate the Student’s t-Test of column values in an ordered resultant table, without the need for a self-join.

MovingVAR

Calculate the sample variance of column values in an ordered resultant table, without the need for a self-join.

MovingVARP

Calculate the population variance of column values in an ordered resultant table, without the need for a self-join.

MovingVOLATILITY

Calculate the historical volatility based upon price or valuation data from column values in an ordered resultant table, without the need for a self-join.

Capm - Capital Asset Pricing Model

MovingINFORATIO

Calculate the information ratio from column values in an ordered resultant table without the need for a self-join.

MovingSHARPE

Calculate the Sharpe ratio from column values in an ordered resultant table without the need to a self-join.

RunningINFORATIO

Calculate the information ratio from column values in an ordered resultant table without the needof a self-join.

RunningSHARPE

Calculate the Sharpe ratio from column values in an ordered resultant table without the need to a self-join.

Running Values

RunningAVG

Calculate the average of column values in an ordered resultant table, without having to do a self-join.

RunningCORREL

Calculate the Pearson product moment correlation coefficient through data points in y- and x-values within a resultant table or partition, without the need for a self-join.

RunningCOUNT

Show how many rows are included in an ordered resultant table or within a partition in the resultant table, without having to do a self-join.

RunningCOVAR

Calculate the covariance through data points in y- and x-values within a resultant table or partition, without the need for a self-join.

RunningDEVSQ

Calculate the sum of squares of deviations of column values from their sample mean in an ordered resultant table, without the need for a self-join.

RunningFORECAST

Calculate the predicted value of y for a specific value of x for a series of x- and y-values within a resultant table or partition, without the need for a self-join.

RunningINTERCEPT

Calculate the intercept of a series of x- and y-values within a resultant table or partition, without the need for a self-join.

RunningKURT_P

Calculate the population kurtosis of column values in an ordered resultant table, without the need for a self-join.

RunningKURT_S

Calculate the sample kurtosis of column values in an ordered resultant table, without the need for a self-join.

RunningMAX

Calculate the maximum of column values in an ordered resultant table, without the need for a self-join.

RunningMIN

Calculate the minimum of column values in an ordered resultant table, without the need for a self-join.

RunningPRODUCT

Calculate the product of column values in an ordered resultant table, without the need for a self-join.

RunningRSQ

Calculate the square of the Pearson product moment correlation coefficient through data points in y- and x-values within a resultant table or partition, without the need for a self-join.

RunningSKEW_P

Calculate the population skewness of column values in an ordered resultant table, without the need for a self-join.

RunningSKEW_S

Calculate the samples skewness of column values in an ordered resultant table, without the need for a self-join.

RunningSLOPE

Calculate the slope of a series of x- and y-values within a resultant table or partition, without the need for a self-join.

RunningSTDEV

Calculate the sample standard deviation of column values in an ordered resultant table, without the need for a self-join.

RunningSTDEVP

Calculate the population standard deviation of column values in an ordered resultant table, without the need for a self-join.

RunningSTEYX

Calculate the standard error of the predicted y-value for each x in a regression within a resultant table or partition, without the need for a self-join.

RunningSUM

Calculate the sum of column values in an ordered resultant table, without the need for a self-join.

RunningTTEST

Calculate the Student’s t-Test of column values in an ordered resultant table, without the need for a self-join.

RunningVAR

Calculate the sample variance of column values in an ordered resultant table, without the need for a self-join.

RunningVARP

Calculate the population variance of column values in an ordered resultant table, without the need for a self-join.

RunningVOLATILITY

Calculate the historical volatility based upon price or valuation data from column values in an ordered resultant table, without the need for a self-join.