Aston08
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Determining Skew of a Data Set of Standard Deviations
I currently have a formula to calculate the standard deviation of data using a sliding 20 period window which has allowed me to generate the histogram image seen below.
My question is what calculations or formulas would I need to run/use on the above data to determine the relative skew of the data over a sliding 20 period window? My interest is in smoothing the data to a certain extent in order to more easily discern the transitions from - to + skew.
Any suggestions would be much appreciated.
I currently have a formula to calculate the standard deviation of data using a sliding 20 period window which has allowed me to generate the histogram image seen below.
My question is what calculations or formulas would I need to run/use on the above data to determine the relative skew of the data over a sliding 20 period window? My interest is in smoothing the data to a certain extent in order to more easily discern the transitions from - to + skew.
Any suggestions would be much appreciated.
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