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全部话题 - 话题: pctchange
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a*z
发帖数: 294
1
来自主题: Database版 - a problem, thank you
yes, I thought that.
select top 10 percent (price - lag(price))/price pctChange
from ....
order by pctChange
that pctChange needs to be calc'ed from price with 1 period lag. I do not
know if it works.
Thank you very much.
g*****u
发帖数: 14294
2
source: 'Bloomberg.com'
Name: {'INDU' 'SPX' 'NDX'}
Value: [11168 1.2017e+003 2.1563e+003]
Change: [-74 -9.4000 -16.2500]
Open: [11236 1211 2.1715e+003]
High: [11251 1.2116e+003 2.1725e+003]
Low: [11165 1.2007e+003 2.1545e+003]
Time: {'22:52' '22:55' '22:54'}
PctRange: [3.4900 9.1700 9.7200]
PctChange: [-0.6600 -0.7800 -0.7500]
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