RunningVOLATILITY
Updated: 31 Dec 2013
Use RunningVOLATILITY to 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. The volatility is calculated for each value from the first value in the set to the last value in the set. If the column values are presented to the functions out of order, an error message will be generated.
The historic volatility is calculated as the sample standard deviation of the natural logarithm of the returns multiplied by the square of the scaling factor supplied to the function.
Syntax
SELECT [wctWindowing].[wct].[RunningVOLATILITY](
<@Price, float,>
,<@Scale, float,>
,<@RowNum, int,>
,<@Id, tinyint,>)
Arguments
@Price
the price passed into the function. Generally, price is the end-of-day price for the security, commodity, currency, or index for which the volatility is being calculated. @Price is an expression of type float or of a type that can be implicitly converted to float.
@Scale
the scaling factor used in the calculation. @Scale is an expression of type float or of a type that can be implicitly converted to float.
@RowNum
the number of the row within the group for which the sum is being calculated. If @RowNum for the current row in a set is less than or equal to the previous @RowNum and @RowNum is not equal to 1, an error message will be generated. @RowNum is an expression of type int or of a type that can be implicitly converted to int.
@Id
a unique identifier for the RunningVOLATILITY calculation. @Id allows you to specify multiple moving sums within a resultant table. @Id is an expression of type tinyint or of a type that can be implicitly converted to tinyint.
Returns
float
Remarks
· If @Id is NULL then @Id = 0.
· To calculate the moving volatility over a window in a dataset or partition, use the MovingVOLATILITY function.
· If @RowNum is equal to 1, RunningVOLATILITY is equal to NULL.
· @RowNum must be in ascending order.
· There may be cases where the order in which the data are returned to the function and the order in which the results are returned are different, generally due to parallelism. You can use OPTION(MAXDOP 1) or OPTION(MAXDOP 1,FORCE ORDER) to help eliminate this problem.
Example
In this example we calculate the running volatility from the 2013-09-30 to 2013-12-27.
SELECT
ticker
,tdate
,CAST(price as money) as price
,wct.RunningVOLATILITY(
price, --@Price
252, --@Scale
ROW_NUMBER() OVER (ORDER BY tdate), --@RowNum
NULL --@Id
) as VOL
FROM
(VALUES
('IBM','2013-12-27',185.08)
,('IBM','2013-12-26',185.35)
,('IBM','2013-12-24',183.22)
,('IBM','2013-12-23',182.23)
,('IBM','2013-12-20',180.02)
,('IBM','2013-12-19',180.22)
,('IBM','2013-12-18',178.7)
,('IBM','2013-12-17',175.76)
,('IBM','2013-12-16',177.85)
,('IBM','2013-12-13',172.8)
,('IBM','2013-12-12',173.37)
,('IBM','2013-12-11',175.2)
,('IBM','2013-12-10',177.12)
,('IBM','2013-12-09',177.46)
,('IBM','2013-12-06',177.67)
,('IBM','2013-12-05',176.08)
,('IBM','2013-12-04',175.74)
,('IBM','2013-12-03',176.08)
,('IBM','2013-12-02',177.48)
,('IBM','2013-11-29',179.68)
,('IBM','2013-11-27',178.97)
,('IBM','2013-11-26',177.31)
,('IBM','2013-11-25',178.94)
,('IBM','2013-11-22',181.3)
,('IBM','2013-11-21',184.13)
,('IBM','2013-11-20',185.19)
,('IBM','2013-11-19',185.25)
,('IBM','2013-11-18',184.47)
,('IBM','2013-11-15',183.19)
,('IBM','2013-11-14',182.21)
,('IBM','2013-11-13',183.55)
,('IBM','2013-11-12',183.07)
,('IBM','2013-11-11',182.88)
,('IBM','2013-11-08',179.99)
,('IBM','2013-11-07',180)
,('IBM','2013-11-06',179.19)
,('IBM','2013-11-05',176.9)
,('IBM','2013-11-04',179.31)
,('IBM','2013-11-01',178.27)
,('IBM','2013-10-31',178.25)
,('IBM','2013-10-30',179.19)
,('IBM','2013-10-29',181.15)
,('IBM','2013-10-28',176.4)
,('IBM','2013-10-25',175.91)
,('IBM','2013-10-24',176.85)
,('IBM','2013-10-23',174.83)
,('IBM','2013-10-22',174.04)
,('IBM','2013-10-21',171.94)
,('IBM','2013-10-18',172.85)
,('IBM','2013-10-17',173.9)
,('IBM','2013-10-16',185.73)
,('IBM','2013-10-15',183.67)
,('IBM','2013-10-14',185.97)
,('IBM','2013-10-11',185.17)
,('IBM','2013-10-10',183.78)
,('IBM','2013-10-09',180.35)
,('IBM','2013-10-08',177.77)
,('IBM','2013-10-07',181.04)
,('IBM','2013-10-04',183.12)
,('IBM','2013-10-03',182.88)
,('IBM','2013-10-02',183.97)
,('IBM','2013-10-01',185.38)
,('IBM','2013-09-30',184.19)
)n(ticker,tdate,price)
This produces the following result.
ticker tdate price VOL
------ ---------- --------------------- ----------------------
IBM 2013-09-30 184.19 NULL
IBM 2013-10-01 185.38 NULL
IBM 2013-10-02 183.97 0.157991601318105
IBM 2013-10-03 182.88 0.121985295333914
IBM 2013-10-04 183.12 0.103819114248728
IBM 2013-10-07 181.04 0.1144147399885
IBM 2013-10-08 177.77 0.1401579805873
IBM 2013-10-09 180.35 0.1767404717407
IBM 2013-10-10 183.78 0.204482795103378
IBM 2013-10-11 185.17 0.195693582420282
IBM 2013-10-14 185.97 0.185445051011276
IBM 2013-10-15 183.67 0.187265588559365
IBM 2013-10-16 185.73 0.186049678915767
IBM 2013-10-17 173.90 0.342742937950233
IBM 2013-10-18 172.85 0.329369740776868
IBM 2013-10-21 171.94 0.317403106677901
IBM 2013-10-22 174.04 0.313744375771333
IBM 2013-10-23 174.83 0.30536711027807
IBM 2013-10-24 176.85 0.301214200365808
IBM 2013-10-25 175.91 0.292941050832951
IBM 2013-10-28 176.40 0.285725276959642
IBM 2013-10-29 181.15 0.295741935323325
IBM 2013-10-30 179.19 0.29062633554224
IBM 2013-10-31 178.25 0.284254243424246
IBM 2013-11-01 178.27 0.278050768878414
IBM 2013-11-04 179.31 0.273148784591888
IBM 2013-11-05 176.90 0.27042556572641
IBM 2013-11-06 179.19 0.268806191182128
IBM 2013-11-07 180.00 0.264302413631107
IBM 2013-11-08 179.99 0.259549647060813
IBM 2013-11-11 182.88 0.259600756641362
IBM 2013-11-12 183.07 0.255263347230854
IBM 2013-11-13 183.55 0.251236693474519
IBM 2013-11-14 182.21 0.248083217211755
IBM 2013-11-15 183.19 0.2447863673686
IBM 2013-11-18 184.47 0.241915934806432
IBM 2013-11-19 185.25 0.238690800797804
IBM 2013-11-20 185.19 0.235355683781686
IBM 2013-11-21 184.13 0.232647822225072
IBM 2013-11-22 181.30 0.232914395369242
IBM 2013-11-25 178.94 0.232107235776856
IBM 2013-11-26 177.31 0.230138018432581
IBM 2013-11-27 178.97 0.228695714503832
IBM 2013-11-29 179.68 0.226236229264604
IBM 2013-12-02 177.48 0.225349326156618
IBM 2013-12-03 176.08 0.223402266012121
IBM 2013-12-04 175.74 0.220916846781547
IBM 2013-12-05 176.08 0.218609398878077
IBM 2013-12-06 177.67 0.217468996906325
IBM 2013-12-09 177.46 0.215194000212408
IBM 2013-12-10 177.12 0.213002692451954
IBM 2013-12-11 175.20 0.21205763372289
IBM 2013-12-12 173.37 0.211011420807653
IBM 2013-12-13 172.80 0.209024171994707
IBM 2013-12-16 177.85 0.216955191401418
IBM 2013-12-17 175.76 0.216263294117974
IBM 2013-12-18 178.70 0.217458654239988
IBM 2013-12-19 180.22 0.216339442752101
IBM 2013-12-20 180.02 0.214438701845782
IBM 2013-12-23 182.23 0.214170134187367
IBM 2013-12-24 183.22 0.212657208109115
IBM 2013-12-26 185.35 0.212202038649472
IBM 2013-12-27 185.08 0.21047900944155
In this example, we calculate the running volatility for multiple securities.
SELECT
ticker
,tdate
,CAST(price as money) as price
,wct.RunningVOLATILITY(
price, --@Price
252, --@Scale
ROW_NUMBER() OVER (PARTITION BY ticker ORDER BY ticker, tdate), --@RowNum
NULL --@Id
) as VOL
FROM
(VALUES
('IBM','2013-12-27',185.08)
,('IBM','2013-12-26',185.35)
,('IBM','2013-12-24',183.22)
,('IBM','2013-12-23',182.23)
,('IBM','2013-12-20',180.02)
,('IBM','2013-12-19',180.22)
,('IBM','2013-12-18',178.7)
,('IBM','2013-12-17',175.76)
,('IBM','2013-12-16',177.85)
,('IBM','2013-12-13',172.8)
,('IBM','2013-12-12',173.37)
,('IBM','2013-12-11',175.2)
,('IBM','2013-12-10',177.12)
,('IBM','2013-12-09',177.46)
,('IBM','2013-12-06',177.67)
,('IBM','2013-12-05',176.08)
,('IBM','2013-12-04',175.74)
,('IBM','2013-12-03',176.08)
,('IBM','2013-12-02',177.48)
,('IBM','2013-11-29',179.68)
,('IBM','2013-11-27',178.97)
,('IBM','2013-11-26',177.31)
,('IBM','2013-11-25',178.94)
,('IBM','2013-11-22',181.3)
,('IBM','2013-11-21',184.13)
,('IBM','2013-11-20',185.19)
,('IBM','2013-11-19',185.25)
,('IBM','2013-11-18',184.47)
,('IBM','2013-11-15',183.19)
,('IBM','2013-11-14',182.21)
,('IBM','2013-11-13',183.55)
,('IBM','2013-11-12',183.07)
,('IBM','2013-11-11',182.88)
,('IBM','2013-11-08',179.99)
,('IBM','2013-11-07',180)
,('IBM','2013-11-06',179.19)
,('IBM','2013-11-05',176.9)
,('IBM','2013-11-04',179.31)
,('IBM','2013-11-01',178.27)
,('IBM','2013-10-31',178.25)
,('IBM','2013-10-30',179.19)
,('IBM','2013-10-29',181.15)
,('IBM','2013-10-28',176.4)
,('IBM','2013-10-25',175.91)
,('IBM','2013-10-24',176.85)
,('IBM','2013-10-23',174.83)
,('IBM','2013-10-22',174.04)
,('IBM','2013-10-21',171.94)
,('IBM','2013-10-18',172.85)
,('IBM','2013-10-17',173.9)
,('IBM','2013-10-16',185.73)
,('IBM','2013-10-15',183.67)
,('IBM','2013-10-14',185.97)
,('IBM','2013-10-11',185.17)
,('IBM','2013-10-10',183.78)
,('IBM','2013-10-09',180.35)
,('IBM','2013-10-08',177.77)
,('IBM','2013-10-07',181.04)
,('IBM','2013-10-04',183.12)
,('IBM','2013-10-03',182.88)
,('IBM','2013-10-02',183.97)
,('IBM','2013-10-01',185.38)
,('IBM','2013-09-30',184.19)
,('FB','2013-12-27',55.44)
,('FB','2013-12-26',57.73)
,('FB','2013-12-24',57.96)
,('FB','2013-12-23',57.77)
,('FB','2013-12-20',55.12)
,('FB','2013-12-19',55.05)
,('FB','2013-12-18',55.57)
,('FB','2013-12-17',54.86)
,('FB','2013-12-16',53.81)
,('FB','2013-12-13',53.32)
,('FB','2013-12-12',51.83)
,('FB','2013-12-11',49.38)
,('FB','2013-12-10',50.25)
,('FB','2013-12-09',48.84)
,('FB','2013-12-06',47.94)
,('FB','2013-12-05',48.34)
,('FB','2013-12-04',48.62)
,('FB','2013-12-03',46.73)
,('FB','2013-12-02',47.06)
,('FB','2013-11-29',47.01)
,('FB','2013-11-27',46.49)
,('FB','2013-11-26',45.89)
,('FB','2013-11-25',44.82)
,('FB','2013-11-22',46.23)
,('FB','2013-11-21',46.7)
,('FB','2013-11-20',46.43)
,('FB','2013-11-19',46.36)
,('FB','2013-11-18',45.83)
,('FB','2013-11-15',49.01)
,('FB','2013-11-14',48.99)
,('FB','2013-11-13',48.71)
,('FB','2013-11-12',46.61)
,('FB','2013-11-11',46.2)
,('FB','2013-11-08',47.53)
,('FB','2013-11-07',47.56)
,('FB','2013-11-06',49.12)
,('FB','2013-11-05',50.11)
,('FB','2013-11-04',48.22)
,('FB','2013-11-01',49.75)
,('FB','2013-10-31',50.21)
,('FB','2013-10-30',49.01)
,('FB','2013-10-29',49.4)
,('FB','2013-10-28',50.23)
,('FB','2013-10-25',51.95)
,('FB','2013-10-24',52.45)
,('FB','2013-10-23',51.9)
,('FB','2013-10-22',52.68)
,('FB','2013-10-21',53.85)
,('FB','2013-10-18',54.22)
,('FB','2013-10-17',52.21)
,('FB','2013-10-16',51.14)
,('FB','2013-10-15',49.5)
,('FB','2013-10-14',49.51)
,('FB','2013-10-11',49.11)
,('FB','2013-10-10',49.05)
,('FB','2013-10-09',46.77)
,('FB','2013-10-08',47.14)
,('FB','2013-10-07',50.52)
,('FB','2013-10-04',51.04)
,('FB','2013-10-03',49.18)
,('FB','2013-10-02',50.28)
,('FB','2013-10-01',50.42)
,('FB','2013-09-30',50.23)
,('ORCL','2013-12-27',37.98)
,('ORCL','2013-12-26',37.69)
,('ORCL','2013-12-24',37.32)
,('ORCL','2013-12-23',36.93)
,('ORCL','2013-12-20',36.37)
,('ORCL','2013-12-19',36.6)
,('ORCL','2013-12-18',34.6)
,('ORCL','2013-12-17',33.63)
,('ORCL','2013-12-16',33.54)
,('ORCL','2013-12-13',33.23)
,('ORCL','2013-12-12',33.6)
,('ORCL','2013-12-11',34.56)
,('ORCL','2013-12-10',34.8)
,('ORCL','2013-12-09',35.6)
,('ORCL','2013-12-06',35.48)
,('ORCL','2013-12-05',34.85)
,('ORCL','2013-12-04',35.07)
,('ORCL','2013-12-03',35.07)
,('ORCL','2013-12-02',35.08)
,('ORCL','2013-11-29',35.29)
,('ORCL','2013-11-27',35.29)
,('ORCL','2013-11-26',34.93)
,('ORCL','2013-11-25',34.78)
,('ORCL','2013-11-22',34.83)
,('ORCL','2013-11-21',34.94)
,('ORCL','2013-11-20',34.75)
,('ORCL','2013-11-19',34.76)
,('ORCL','2013-11-18',34.93)
,('ORCL','2013-11-15',34.92)
,('ORCL','2013-11-14',34.38)
,('ORCL','2013-11-13',35)
,('ORCL','2013-11-12',34.7)
,('ORCL','2013-11-11',34.37)
,('ORCL','2013-11-08',34.35)
,('ORCL','2013-11-07',34)
,('ORCL','2013-11-06',34.07)
,('ORCL','2013-11-05',33.5)
,('ORCL','2013-11-04',33.71)
,('ORCL','2013-11-01',33.53)
,('ORCL','2013-10-31',33.5)
,('ORCL','2013-10-30',33.53)
,('ORCL','2013-10-29',33.71)
,('ORCL','2013-10-28',33.14)
,('ORCL','2013-10-25',33.15)
,('ORCL','2013-10-24',33.07)
,('ORCL','2013-10-23',32.7)
,('ORCL','2013-10-22',32.9)
,('ORCL','2013-10-21',32.95)
,('ORCL','2013-10-18',32.9)
,('ORCL','2013-10-17',32.87)
,('ORCL','2013-10-16',33.02)
,('ORCL','2013-10-15',32.75)
,('ORCL','2013-10-14',33.28)
,('ORCL','2013-10-11',33.26)
,('ORCL','2013-10-10',32.99)
,('ORCL','2013-10-09',32.19)
,('ORCL','2013-10-08',32.37)
,('ORCL','2013-10-07',32.84)
,('ORCL','2013-10-04',33.21)
,('ORCL','2013-10-03',33.12)
,('ORCL','2013-10-02',33.56)
,('ORCL','2013-10-01',33.38)
,('ORCL','2013-09-30',33.05)
,('MSFT','2013-12-27',37.29)
,('MSFT','2013-12-26',37.44)
,('MSFT','2013-12-24',37.08)
,('MSFT','2013-12-23',36.62)
,('MSFT','2013-12-20',36.8)
,('MSFT','2013-12-19',36.25)
,('MSFT','2013-12-18',36.58)
,('MSFT','2013-12-17',36.52)
,('MSFT','2013-12-16',36.89)
,('MSFT','2013-12-13',36.69)
,('MSFT','2013-12-12',37.22)
,('MSFT','2013-12-11',37.61)
,('MSFT','2013-12-10',38.11)
,('MSFT','2013-12-09',38.71)
,('MSFT','2013-12-06',38.36)
,('MSFT','2013-12-05',38)
,('MSFT','2013-12-04',38.94)
,('MSFT','2013-12-03',38.31)
,('MSFT','2013-12-02',38.45)
,('MSFT','2013-11-29',38.13)
,('MSFT','2013-11-27',37.6)
,('MSFT','2013-11-26',37.35)
,('MSFT','2013-11-25',37.64)
,('MSFT','2013-11-22',37.57)
,('MSFT','2013-11-21',37.4)
,('MSFT','2013-11-20',37.08)
,('MSFT','2013-11-19',36.74)
,('MSFT','2013-11-18',36.92)
,('MSFT','2013-11-15',37.56)
,('MSFT','2013-11-14',37.73)
,('MSFT','2013-11-13',37.87)
,('MSFT','2013-11-12',37.08)
,('MSFT','2013-11-11',37.31)
,('MSFT','2013-11-08',37.5)
,('MSFT','2013-11-07',37.22)
,('MSFT','2013-11-06',37.89)
,('MSFT','2013-11-05',36.36)
,('MSFT','2013-11-04',35.67)
,('MSFT','2013-11-01',35.26)
,('MSFT','2013-10-31',35.14)
,('MSFT','2013-10-30',35.27)
,('MSFT','2013-10-29',35.25)
,('MSFT','2013-10-28',35.3)
,('MSFT','2013-10-25',35.46)
,('MSFT','2013-10-24',33.47)
,('MSFT','2013-10-23',33.51)
,('MSFT','2013-10-22',34.32)
,('MSFT','2013-10-21',34.73)
,('MSFT','2013-10-18',34.7)
,('MSFT','2013-10-17',34.66)
,('MSFT','2013-10-16',34.38)
,('MSFT','2013-10-15',34.23)
,('MSFT','2013-10-14',34.19)
,('MSFT','2013-10-11',33.87)
,('MSFT','2013-10-10',33.51)
,('MSFT','2013-10-09',32.82)
,('MSFT','2013-10-08',32.76)
,('MSFT','2013-10-07',33.05)
,('MSFT','2013-10-04',33.62)
,('MSFT','2013-10-03',33.61)
,('MSFT','2013-10-02',33.66)
,('MSFT','2013-10-01',33.33)
,('MSFT','2013-09-30',33.03)
,('AAPL','2013-12-27',560.09)
,('AAPL','2013-12-26',563.9)
,('AAPL','2013-12-24',567.67)
,('AAPL','2013-12-23',570.09)
,('AAPL','2013-12-20',549.02)
,('AAPL','2013-12-19',544.46)
,('AAPL','2013-12-18',550.77)
,('AAPL','2013-12-17',554.99)
,('AAPL','2013-12-16',557.5)
,('AAPL','2013-12-13',554.43)
,('AAPL','2013-12-12',560.54)
,('AAPL','2013-12-11',561.36)
,('AAPL','2013-12-10',565.55)
,('AAPL','2013-12-09',566.43)
,('AAPL','2013-12-06',560.02)
,('AAPL','2013-12-05',567.9)
,('AAPL','2013-12-04',565)
,('AAPL','2013-12-03',566.32)
,('AAPL','2013-12-02',551.23)
,('AAPL','2013-11-29',556.07)
,('AAPL','2013-11-27',545.96)
,('AAPL','2013-11-26',533.4)
,('AAPL','2013-11-25',523.74)
,('AAPL','2013-11-22',519.8)
,('AAPL','2013-11-21',521.14)
,('AAPL','2013-11-20',515)
,('AAPL','2013-11-19',519.55)
,('AAPL','2013-11-18',518.63)
,('AAPL','2013-11-15',524.99)
,('AAPL','2013-11-14',528.16)
,('AAPL','2013-11-13',520.63)
,('AAPL','2013-11-12',520.01)
,('AAPL','2013-11-11',519.05)
,('AAPL','2013-11-08',520.56)
,('AAPL','2013-11-07',512.49)
,('AAPL','2013-11-06',520.92)
,('AAPL','2013-11-05',522.4)
,('AAPL','2013-11-04',523.69)
,('AAPL','2013-11-01',517.01)
,('AAPL','2013-10-31',519.67)
,('AAPL','2013-10-30',521.85)
,('AAPL','2013-10-29',513.68)
,('AAPL','2013-10-28',526.8)
,('AAPL','2013-10-25',522.91)
,('AAPL','2013-10-24',528.82)
,('AAPL','2013-10-23',521.91)
,('AAPL','2013-10-22',516.85)
,('AAPL','2013-10-21',518.33)
,('AAPL','2013-10-18',505.94)
,('AAPL','2013-10-17',501.57)
,('AAPL','2013-10-16',498.2)
,('AAPL','2013-10-15',495.79)
,('AAPL','2013-10-14',493.16)
,('AAPL','2013-10-11',489.95)
,('AAPL','2013-10-10',486.8)
,('AAPL','2013-10-09',483.77)
,('AAPL','2013-10-08',478.15)
,('AAPL','2013-10-07',484.92)
,('AAPL','2013-10-04',480.23)
,('AAPL','2013-10-03',480.6)
,('AAPL','2013-10-02',486.72)
,('AAPL','2013-10-01',485.13)
,('AAPL','2013-09-30',473.98)
)n(ticker,tdate,price)
This produces the following result.
ticker tdate price VOL
------ ---------- --------------------- ----------------------
AAPL 2013-09-30 473.98 NULL
AAPL 2013-10-01 485.13 NULL
AAPL 2013-10-02 486.72 0.224271090600065
AAPL 2013-10-03 480.60 0.285595548859782
AAPL 2013-10-04 480.23 0.237084900781644
AAPL 2013-10-07 484.92 0.210356013380844
AAPL 2013-10-08 478.15 0.223531451606084
AAPL 2013-10-09 483.77 0.213078771862708
AAPL 2013-10-10 486.80 0.198152326707184
AAPL 2013-10-11 489.95 0.186085489735147
AAPL 2013-10-14 493.16 0.176024763494547
AAPL 2013-10-15 495.79 0.167117075670665
AAPL 2013-10-16 498.20 0.159377876724916
AAPL 2013-10-17 501.57 0.153017708043086
AAPL 2013-10-18 505.94 0.148154178443564
AAPL 2013-10-21 518.33 0.163681793295629
AAPL 2013-10-22 516.85 0.161961570226251
AAPL 2013-10-23 521.91 0.157702562105636
AAPL 2013-10-24 528.82 0.155537178833955
AAPL 2013-10-25 522.91 0.163789677373325
AAPL 2013-10-28 526.80 0.159619478834349
AAPL 2013-10-29 513.68 0.188068722816282
AAPL 2013-10-30 521.85 0.187939213793648
AAPL 2013-10-31 519.67 0.185791257925522
AAPL 2013-11-01 517.01 0.184101659389185
AAPL 2013-11-04 523.69 0.18258564582163
AAPL 2013-11-05 522.40 0.180022101389953
AAPL 2013-11-06 520.92 0.177666471057637
AAPL 2013-11-07 512.49 0.184198773746174
AAPL 2013-11-08 520.56 0.184793776282328
AAPL 2013-11-11 519.05 0.182448898566812
AAPL 2013-11-12 520.01 0.179413859536272
AAPL 2013-11-13 520.63 0.176568489038223
AAPL 2013-11-14 528.16 0.176632767341278
AAPL 2013-11-15 524.99 0.175768975036049
AAPL 2013-11-18 518.63 0.177900006327752
AAPL 2013-11-19 519.55 0.175352929726722
AAPL 2013-11-20 515.00 0.175417509647309
AAPL 2013-11-21 521.14 0.174791013713095
AAPL 2013-11-22 519.80 0.172956766676484
AAPL 2013-11-25 523.74 0.17122031232006
AAPL 2013-11-26 533.40 0.173534056442168
AAPL 2013-11-27 545.96 0.178535535312193
AAPL 2013-11-29 556.07 0.180087476749503
AAPL 2013-12-02 551.23 0.180460442787382
AAPL 2013-12-03 566.32 0.186918087070296
AAPL 2013-12-04 565.00 0.185414766083349
AAPL 2013-12-05 567.90 0.183413052330087
AAPL 2013-12-06 560.02 0.185988179879154
AAPL 2013-12-09 566.43 0.184911834132172
AAPL 2013-12-10 565.55 0.18338595456892
AAPL 2013-12-11 561.36 0.18317290765486
AAPL 2013-12-12 560.54 0.18167312583229
AAPL 2013-12-13 554.43 0.182557458425315
AAPL 2013-12-16 557.50 0.180911821574914
AAPL 2013-12-17 554.99 0.179949862331222
AAPL 2013-12-18 550.77 0.17969270355442
AAPL 2013-12-19 544.46 0.180568123604884
AAPL 2013-12-20 549.02 0.179400394730715
AAPL 2013-12-23 570.09 0.192092068662242
AAPL 2013-12-24 567.67 0.191057332118658
AAPL 2013-12-26 563.90 0.190475164684819
AAPL 2013-12-27 560.09 0.189901899033866
FB 2013-09-30 50.23 NULL
FB 2013-10-01 50.42 NULL
FB 2013-10-02 50.28 0.0735909403320345
FB 2013-10-03 49.18 0.21372716386867
FB 2013-10-04 51.04 0.391578925365895
FB 2013-10-07 50.52 0.353864396216867
FB 2013-10-08 47.14 0.555272404098915
FB 2013-10-09 46.77 0.507151192773698
FB 2013-10-10 49.05 0.570678322191235
FB 2013-10-11 49.11 0.534281803337772
FB 2013-10-14 49.51 0.506537694162177
FB 2013-10-15 49.50 0.480580605322842
FB 2013-10-16 51.14 0.483870696606763
FB 2013-10-17 52.21 0.470928852008138
FB 2013-10-18 54.22 0.475936400052069
FB 2013-10-21 53.85 0.461389696597704
FB 2013-10-22 52.68 0.458080123607665
FB 2013-10-23 51.90 0.448852700952121
FB 2013-10-24 52.45 0.436643260698796
FB 2013-10-25 51.95 0.426578483320681
FB 2013-10-28 50.23 0.433841652776117
FB 2013-10-29 49.40 0.426777613108773
FB 2013-10-30 49.01 0.417191302857349
FB 2013-10-31 50.21 0.416118490473473
FB 2013-11-01 49.75 0.40805911065836
FB 2013-11-04 48.22 0.411289680407328
FB 2013-11-05 50.11 0.421856397340002
FB 2013-11-06 49.12 0.418091141033746
FB 2013-11-07 47.56 0.420982309480531
FB 2013-11-08 47.53 0.413414726634288
FB 2013-11-11 46.20 0.413408370202952
FB 2013-11-12 46.61 0.407808527594948
FB 2013-11-13 48.71 0.421850218058507
FB 2013-11-14 48.99 0.415618117817277
FB 2013-11-15 49.01 0.409284732830668
FB 2013-11-18 45.83 0.440789708660948
FB 2013-11-19 46.36 0.436049727901166
FB 2013-11-20 46.43 0.430061359858497
FB 2013-11-21 46.70 0.424700478381667
FB 2013-11-22 46.23 0.419592812289521
FB 2013-11-25 44.82 0.420459563671933
FB 2013-11-26 45.89 0.420314036577719
FB 2013-11-27 46.49 0.416821504492747
FB 2013-11-29 47.01 0.413023783761765
FB 2013-12-02 47.06 0.408240489554877
FB 2013-12-03 46.73 0.403788802021793
FB 2013-12-04 48.62 0.410786334412208
FB 2013-12-05 48.34 0.406466128989073
FB 2013-12-06 47.94 0.402485128343155
FB 2013-12-09 48.84 0.400736005841239
FB 2013-12-10 50.25 0.401945870464066
FB 2013-12-11 49.38 0.399797257238259
FB 2013-12-12 51.83 0.410152262710804
FB 2013-12-13 53.32 0.410668241058772
FB 2013-12-16 53.81 0.407144480328883
FB 2013-12-17 54.86 0.405203257279515
FB 2013-12-18 55.57 0.402212057196699
FB 2013-12-19 55.05 0.399300456156596
FB 2013-12-20 55.12 0.395782944403901
FB 2013-12-23 57.77 0.403397610908762
FB 2013-12-24 57.96 0.399968754375222
FB 2013-12-26 57.73 0.396832399932739
FB 2013-12-27 55.44 0.402895731629006
IBM 2013-09-30 184.19 NULL
IBM 2013-10-01 185.38 NULL
IBM 2013-10-02 183.97 0.157991601318105
IBM 2013-10-03 182.88 0.121985295333914
IBM 2013-10-04 183.12 0.103819114248728
IBM 2013-10-07 181.04 0.1144147399885
IBM 2013-10-08 177.77 0.1401579805873
IBM 2013-10-09 180.35 0.1767404717407
IBM 2013-10-10 183.78 0.204482795103378
IBM 2013-10-11 185.17 0.195693582420282
IBM 2013-10-14 185.97 0.185445051011276
IBM 2013-10-15 183.67 0.187265588559365
IBM 2013-10-16 185.73 0.186049678915767
IBM 2013-10-17 173.90 0.342742937950233
IBM 2013-10-18 172.85 0.329369740776868
IBM 2013-10-21 171.94 0.317403106677901
IBM 2013-10-22 174.04 0.313744375771333
IBM 2013-10-23 174.83 0.30536711027807
IBM 2013-10-24 176.85 0.301214200365808
IBM 2013-10-25 175.91 0.292941050832951
IBM 2013-10-28 176.40 0.285725276959642
IBM 2013-10-29 181.15 0.295741935323325
IBM 2013-10-30 179.19 0.29062633554224
IBM 2013-10-31 178.25 0.284254243424246
IBM 2013-11-01 178.27 0.278050768878414
IBM 2013-11-04 179.31 0.273148784591888
IBM 2013-11-05 176.90 0.27042556572641
IBM 2013-11-06 179.19 0.268806191182128
IBM 2013-11-07 180.00 0.264302413631107
IBM 2013-11-08 179.99 0.259549647060813
IBM 2013-11-11 182.88 0.259600756641362
IBM 2013-11-12 183.07 0.255263347230854
IBM 2013-11-13 183.55 0.251236693474519
IBM 2013-11-14 182.21 0.248083217211755
IBM 2013-11-15 183.19 0.2447863673686
IBM 2013-11-18 184.47 0.241915934806432
IBM 2013-11-19 185.25 0.238690800797804
IBM 2013-11-20 185.19 0.235355683781686
IBM 2013-11-21 184.13 0.232647822225072
IBM 2013-11-22 181.30 0.232914395369242
IBM 2013-11-25 178.94 0.232107235776856
IBM 2013-11-26 177.31 0.230138018432581
IBM 2013-11-27 178.97 0.228695714503832
IBM 2013-11-29 179.68 0.226236229264604
IBM 2013-12-02 177.48 0.225349326156618
IBM 2013-12-03 176.08 0.223402266012121
IBM 2013-12-04 175.74 0.220916846781547
IBM 2013-12-05 176.08 0.218609398878077
IBM 2013-12-06 177.67 0.217468996906325
IBM 2013-12-09 177.46 0.215194000212408
IBM 2013-12-10 177.12 0.213002692451954
IBM 2013-12-11 175.20 0.21205763372289
IBM 2013-12-12 173.37 0.211011420807653
IBM 2013-12-13 172.80 0.209024171994707
IBM 2013-12-16 177.85 0.216955191401418
IBM 2013-12-17 175.76 0.216263294117974
IBM 2013-12-18 178.70 0.217458654239988
IBM 2013-12-19 180.22 0.216339442752101
IBM 2013-12-20 180.02 0.214438701845782
IBM 2013-12-23 182.23 0.214170134187367
IBM 2013-12-24 183.22 0.212657208109115
IBM 2013-12-26 185.35 0.212202038649472
IBM 2013-12-27 185.08 0.21047900944155
MSFT 2013-09-30 33.03 NULL
MSFT 2013-10-01 33.33 NULL
MSFT 2013-10-02 33.66 0.00909945101198763
MSFT 2013-10-03 33.61 0.100413740807231
MSFT 2013-10-04 33.62 0.0929039814232559
MSFT 2013-10-07 33.05 0.172704008464697
MSFT 2013-10-08 32.76 0.16496637923671
MSFT 2013-10-09 32.82 0.151810388040649
MSFT 2013-10-10 33.51 0.186038465405536
MSFT 2013-10-11 33.87 0.180258404799758
MSFT 2013-10-14 34.19 0.173161316297753
MSFT 2013-10-15 34.23 0.164638099338941
MSFT 2013-10-16 34.38 0.157061406259348
MSFT 2013-10-17 34.66 0.151836148905988
MSFT 2013-10-18 34.70 0.146280696627879
MSFT 2013-10-21 34.73 0.141380283329524
MSFT 2013-10-22 34.32 0.149348503047182
MSFT 2013-10-23 33.51 0.17648721369219
MSFT 2013-10-24 33.47 0.171388315917496
MSFT 2013-10-25 35.46 0.266205233746523
MSFT 2013-10-28 35.30 0.260758230410505
MSFT 2013-10-29 35.25 0.254685710035094
MSFT 2013-10-30 35.27 0.248695297981262
MSFT 2013-10-31 35.14 0.243979969242079
MSFT 2013-11-01 35.26 0.238628420047195
MSFT 2013-11-04 35.67 0.235283525148774
MSFT 2013-11-05 36.36 0.235905078374151
MSFT 2013-11-06 37.89 0.258171079125072
MSFT 2013-11-07 37.22 0.262514261741813
MSFT 2013-11-08 37.50 0.257959595816974
MSFT 2013-11-11 37.31 0.254950380754112
MSFT 2013-11-12 37.08 0.252361424843963
MSFT 2013-11-13 37.87 0.25298730614803
MSFT 2013-11-14 37.73 0.249976816419
MSFT 2013-11-15 37.56 0.247257570736894
MSFT 2013-11-18 36.92 0.250006421033669
MSFT 2013-11-19 36.74 0.247331957441656
MSFT 2013-11-20 37.08 0.24441827639571
MSFT 2013-11-21 37.40 0.241503405501464
MSFT 2013-11-22 37.57 0.238326247744306
MSFT 2013-11-25 37.64 0.235278737797096
MSFT 2013-11-26 37.35 0.233914475011621
MSFT 2013-11-27 37.60 0.231219373329762
MSFT 2013-11-29 38.13 0.229972362005404
MSFT 2013-12-02 38.45 0.227599588301816
MSFT 2013-12-03 38.31 0.225624993419381
MSFT 2013-12-04 38.94 0.225174218939492
MSFT 2013-12-05 38.00 0.231967729440119
MSFT 2013-12-06 38.36 0.229961622354126
MSFT 2013-12-09 38.71 0.227955449372869
MSFT 2013-12-10 38.11 0.229555795763475
MSFT 2013-12-11 37.61 0.230038376124558
MSFT 2013-12-12 37.22 0.229554485482657
MSFT 2013-12-13 36.69 0.230213432071093
MSFT 2013-12-16 36.89 0.228153270737405
MSFT 2013-12-17 36.52 0.227516586364405
MSFT 2013-12-18 36.58 0.225439106141073
MSFT 2013-12-19 36.25 0.224586468963242
MSFT 2013-12-20 36.80 0.224360044116301
MSFT 2013-12-23 36.62 0.222856719616219
MSFT 2013-12-24 37.08 0.222052453655894
MSFT 2013-12-26 37.44 0.220754663739106
MSFT 2013-12-27 37.29 0.219279343527289
ORCL 2013-09-30 33.05 NULL
ORCL 2013-10-01 33.38 NULL
ORCL 2013-10-02 33.56 0.0511565598296228
ORCL 2013-10-03 33.12 0.194524893385894
ORCL 2013-10-04 33.21 0.15962693079071
ORCL 2013-10-07 32.84 0.163932835979515
ORCL 2013-10-08 32.37 0.169562026007422
ORCL 2013-10-09 32.19 0.155305745732859
ORCL 2013-10-10 32.99 0.21431115182054
ORCL 2013-10-11 33.26 0.205313209118141
ORCL 2013-10-14 33.28 0.193571835461169
ORCL 2013-10-15 32.75 0.200370410678046
ORCL 2013-10-16 33.02 0.195485030209003
ORCL 2013-10-17 32.87 0.188197940692586
ORCL 2013-10-18 32.90 0.180903070498614
ORCL 2013-10-21 32.95 0.174486249795735
ORCL 2013-10-22 32.90 0.168650690800606
ORCL 2013-10-23 32.70 0.164822064740397
ORCL 2013-10-24 33.07 0.165962090777967
ORCL 2013-10-25 33.15 0.161519400284209
ORCL 2013-10-28 33.14 0.157219945521419
ORCL 2013-10-29 33.71 0.164062931940689
ORCL 2013-10-30 33.53 0.161520549212189
ORCL 2013-10-31 33.50 0.157890374452793
ORCL 2013-11-01 33.53 0.154423039447922
ORCL 2013-11-04 33.71 0.151923027704309
ORCL 2013-11-05 33.50 0.150458464663653
ORCL 2013-11-06 34.07 0.155764497416513
ORCL 2013-11-07 34.00 0.153150637637205
ORCL 2013-11-08 34.35 0.152832044576634
ORCL 2013-11-11 34.37 0.150189552419081
ORCL 2013-11-12 34.70 0.14952695793235
ORCL 2013-11-13 35.00 0.148415028337516
ORCL 2013-11-14 34.38 0.155857645320068
ORCL 2013-11-15 34.92 0.158398514829021
ORCL 2013-11-18 34.93 0.15609269226205
ORCL 2013-11-19 34.76 0.154792958378235
ORCL 2013-11-20 34.75 0.152691551288764
ORCL 2013-11-21 34.94 0.150983119369056
ORCL 2013-11-22 34.83 0.149444734053735
ORCL 2013-11-25 34.78 0.147681465369976
ORCL 2013-11-26 34.93 0.146016866459654
ORCL 2013-11-27 35.29 0.145865045489117
ORCL 2013-11-29 35.29 0.14416765527668
ORCL 2013-12-02 35.08 0.143605575139531
ORCL 2013-12-03 35.07 0.142017343854959
ORCL 2013-12-04 35.07 0.140464403577833
ORCL 2013-12-05 34.85 0.140034298943158
ORCL 2013-12-06 35.48 0.143777496046051
ORCL 2013-12-09 35.60 0.142337053959356
ORCL 2013-12-10 34.80 0.15102648981496
ORCL 2013-12-11 34.56 0.150549994024614
ORCL 2013-12-12 33.60 0.162202594528557
ORCL 2013-12-13 33.23 0.16254416848462
ORCL 2013-12-16 33.54 0.162220989652853
ORCL 2013-12-17 33.63 0.160794505922403
ORCL 2013-12-18 34.60 0.170125829254427
ORCL 2013-12-19 36.60 0.204897995628464
ORCL 2013-12-20 36.37 0.203792242270183
ORCL 2013-12-23 36.93 0.203982009515225
ORCL 2013-12-24 37.32 0.203016695028237
ORCL 2013-12-26 37.69 0.201947497604015
ORCL 2013-12-27 37.98 0.200593310017029
In this example, we use the same data as in the previous example, except that the data are no longer in 3rd normal form. The closing prices for each of the 5 tickers are now stored in colums with each each date containing a 5 columns, one for each ticker. We can use the @Id variable to calculate the 5 running volatilities in a single select.
SELECT
tdate,
wct.RunningVOLATILITY(AAPL,252,ROW_NUMBER() OVER (ORDER BY tdate),0) as AAPL,
wct.RunningVOLATILITY(FB,252,ROW_NUMBER() OVER (ORDER BY tdate),1) as FB,
wct.RunningVOLATILITY(IBM,252,ROW_NUMBER() OVER (ORDER BY tdate),2) as IBM,
wct.RunningVOLATILITY(MSFT,252,ROW_NUMBER() OVER (ORDER BY tdate),3) as MSFT,
wct.RunningVOLATILITY(ORCL,252,ROW_NUMBER() OVER (ORDER BY tdate),4) as ORCL
FROM
(VALUES
('2013-09-30',473.98,50.23,184.19,33.03,33.05)
,('2013-10-01',485.13,50.42,185.38,33.33,33.38)
,('2013-10-02',486.72,50.28,183.97,33.66,33.56)
,('2013-10-03',480.6,49.18,182.88,33.61,33.12)
,('2013-10-04',480.23,51.04,183.12,33.62,33.21)
,('2013-10-07',484.92,50.52,181.04,33.05,32.84)
,('2013-10-08',478.15,47.14,177.77,32.76,32.37)
,('2013-10-09',483.77,46.77,180.35,32.82,32.19)
,('2013-10-10',486.8,49.05,183.78,33.51,32.99)
,('2013-10-11',489.95,49.11,185.17,33.87,33.26)
,('2013-10-14',493.16,49.51,185.97,34.19,33.28)
,('2013-10-15',495.79,49.5,183.67,34.23,32.75)
,('2013-10-16',498.2,51.14,185.73,34.38,33.02)
,('2013-10-17',501.57,52.21,173.9,34.66,32.87)
,('2013-10-18',505.94,54.22,172.85,34.7,32.9)
,('2013-10-21',518.33,53.85,171.94,34.73,32.95)
,('2013-10-22',516.85,52.68,174.04,34.32,32.9)
,('2013-10-23',521.91,51.9,174.83,33.51,32.7)
,('2013-10-24',528.82,52.45,176.85,33.47,33.07)
,('2013-10-25',522.91,51.95,175.91,35.46,33.15)
,('2013-10-28',526.8,50.23,176.4,35.3,33.14)
,('2013-10-29',513.68,49.4,181.15,35.25,33.71)
,('2013-10-30',521.85,49.01,179.19,35.27,33.53)
,('2013-10-31',519.67,50.21,178.25,35.14,33.5)
,('2013-11-01',517.01,49.75,178.27,35.26,33.53)
,('2013-11-04',523.69,48.22,179.31,35.67,33.71)
,('2013-11-05',522.4,50.11,176.9,36.36,33.5)
,('2013-11-06',520.92,49.12,179.19,37.89,34.07)
,('2013-11-07',512.49,47.56,180,37.22,34)
,('2013-11-08',520.56,47.53,179.99,37.5,34.35)
,('2013-11-11',519.05,46.2,182.88,37.31,34.37)
,('2013-11-12',520.01,46.61,183.07,37.08,34.7)
,('2013-11-13',520.63,48.71,183.55,37.87,35)
,('2013-11-14',528.16,48.99,182.21,37.73,34.38)
,('2013-11-15',524.99,49.01,183.19,37.56,34.92)
,('2013-11-18',518.63,45.83,184.47,36.92,34.93)
,('2013-11-19',519.55,46.36,185.25,36.74,34.76)
,('2013-11-20',515,46.43,185.19,37.08,34.75)
,('2013-11-21',521.14,46.7,184.13,37.4,34.94)
,('2013-11-22',519.8,46.23,181.3,37.57,34.83)
,('2013-11-25',523.74,44.82,178.94,37.64,34.78)
,('2013-11-26',533.4,45.89,177.31,37.35,34.93)
,('2013-11-27',545.96,46.49,178.97,37.6,35.29)
,('2013-11-29',556.07,47.01,179.68,38.13,35.29)
,('2013-12-02',551.23,47.06,177.48,38.45,35.08)
,('2013-12-03',566.32,46.73,176.08,38.31,35.07)
,('2013-12-04',565,48.62,175.74,38.94,35.07)
,('2013-12-05',567.9,48.34,176.08,38,34.85)
,('2013-12-06',560.02,47.94,177.67,38.36,35.48)
,('2013-12-09',566.43,48.84,177.46,38.71,35.6)
,('2013-12-10',565.55,50.25,177.12,38.11,34.8)
,('2013-12-11',561.36,49.38,175.2,37.61,34.56)
,('2013-12-12',560.54,51.83,173.37,37.22,33.6)
,('2013-12-13',554.43,53.32,172.8,36.69,33.23)
,('2013-12-16',557.5,53.81,177.85,36.89,33.54)
,('2013-12-17',554.99,54.86,175.76,36.52,33.63)
,('2013-12-18',550.77,55.57,178.7,36.58,34.6)
,('2013-12-19',544.46,55.05,180.22,36.25,36.6)
,('2013-12-20',549.02,55.12,180.02,36.8,36.37)
,('2013-12-23',570.09,57.77,182.23,36.62,36.93)
,('2013-12-24',567.67,57.96,183.22,37.08,37.32)
,('2013-12-26',563.9,57.73,185.35,37.44,37.69)
,('2013-12-27',560.09,55.44,185.08,37.29,37.98)
)n(tdate,AAPL,FB,IBM,MSFT,ORCL)
This produces the following result which has been reformatted for ease of viewing.
|
tdate
|
AAPL
|
FB
|
IBM
|
MSFT
|
ORCL
|
|
9/30/2013
|
NULL
|
NULL
|
NULL
|
NULL
|
NULL
|
|
10/1/2013
|
NULL
|
NULL
|
NULL
|
NULL
|
NULL
|
|
10/2/2013
|
0.224271
|
0.073591
|
0.157992
|
0.009099
|
0.051157
|
|
10/3/2013
|
0.285596
|
0.213727
|
0.121985
|
0.100414
|
0.194525
|
|
10/4/2013
|
0.237085
|
0.391579
|
0.103819
|
0.092904
|
0.159627
|
|
10/7/2013
|
0.210356
|
0.353864
|
0.114415
|
0.172704
|
0.163933
|
|
10/8/2013
|
0.223531
|
0.555272
|
0.140158
|
0.164966
|
0.169562
|
|
10/9/2013
|
0.213079
|
0.507151
|
0.17674
|
0.15181
|
0.155306
|
|
10/10/2013
|
0.198152
|
0.570678
|
0.204483
|
0.186038
|
0.214311
|
|
10/11/2013
|
0.186085
|
0.534282
|
0.195694
|
0.180258
|
0.205313
|
|
10/14/2013
|
0.176025
|
0.506538
|
0.185445
|
0.173161
|
0.193572
|
|
10/15/2013
|
0.167117
|
0.480581
|
0.187266
|
0.164638
|
0.20037
|
|
10/16/2013
|
0.159378
|
0.483871
|
0.18605
|
0.157061
|
0.195485
|
|
10/17/2013
|
0.153018
|
0.470929
|
0.342743
|
0.151836
|
0.188198
|
|
10/18/2013
|
0.148154
|
0.475936
|
0.32937
|
0.146281
|
0.180903
|
|
10/21/2013
|
0.163682
|
0.46139
|
0.317403
|
0.14138
|
0.174486
|
|
10/22/2013
|
0.161962
|
0.45808
|
0.313744
|
0.149349
|
0.168651
|
|
10/23/2013
|
0.157703
|
0.448853
|
0.305367
|
0.176487
|
0.164822
|
|
10/24/2013
|
0.155537
|
0.436643
|
0.301214
|
0.171388
|
0.165962
|
|
10/25/2013
|
0.16379
|
0.426578
|
0.292941
|
0.266205
|
0.161519
|
|
10/28/2013
|
0.159619
|
0.433842
|
0.285725
|
0.260758
|
0.15722
|
|
10/29/2013
|
0.188069
|
0.426778
|
0.295742
|
0.254686
|
0.164063
|
|
10/30/2013
|
0.187939
|
0.417191
|
0.290626
|
0.248695
|
0.161521
|
|
10/31/2013
|
0.185791
|
0.416118
|
0.284254
|
0.24398
|
0.15789
|
|
11/1/2013
|
0.184102
|
0.408059
|
0.278051
|
0.238628
|
0.154423
|
|
11/4/2013
|
0.182586
|
0.41129
|
0.273149
|
0.235284
|
0.151923
|
|
11/5/2013
|
0.180022
|
0.421856
|
0.270426
|
0.235905
|
0.150458
|
|
11/6/2013
|
0.177666
|
0.418091
|
0.268806
|
0.258171
|
0.155764
|
|
11/7/2013
|
0.184199
|
0.420982
|
0.264302
|
0.262514
|
0.153151
|
|
11/8/2013
|
0.184794
|
0.413415
|
0.25955
|
0.25796
|
0.152832
|
|
11/11/2013
|
0.182449
|
0.413408
|
0.259601
|
0.25495
|
0.15019
|
|
11/12/2013
|
0.179414
|
0.407809
|
0.255263
|
0.252361
|
0.149527
|
|
11/13/2013
|
0.176568
|
0.42185
|
0.251237
|
0.252987
|
0.148415
|
|
11/14/2013
|
0.176633
|
0.415618
|
0.248083
|
0.249977
|
0.155858
|
|
11/15/2013
|
0.175769
|
0.409285
|
0.244786
|
0.247258
|
0.158399
|
|
11/18/2013
|
0.1779
|
0.44079
|
0.241916
|
0.250006
|
0.156093
|
|
11/19/2013
|
0.175353
|
0.43605
|
0.238691
|
0.247332
|
0.154793
|
|
11/20/2013
|
0.175418
|
0.430061
|
0.235356
|
0.244418
|
0.152692
|
|
11/21/2013
|
0.174791
|
0.4247
|
0.232648
|
0.241503
|
0.150983
|
|
11/22/2013
|
0.172957
|
0.419593
|
0.232914
|
0.238326
|
0.149445
|
|
11/25/2013
|
0.17122
|
0.42046
|
0.232107
|
0.235279
|
0.147681
|
|
11/26/2013
|
0.173534
|
0.420314
|
0.230138
|
0.233914
|
0.146017
|
|
11/27/2013
|
0.178536
|
0.416822
|
0.228696
|
0.231219
|
0.145865
|
|
11/29/2013
|
0.180087
|
0.413024
|
0.226236
|
0.229972
|
0.144168
|
|
12/2/2013
|
0.18046
|
0.40824
|
0.225349
|
0.2276
|
0.143606
|
|
12/3/2013
|
0.186918
|
0.403789
|
0.223402
|
0.225625
|
0.142017
|
|
12/4/2013
|
0.185415
|
0.410786
|
0.220917
|
0.225174
|
0.140464
|
|
12/5/2013
|
0.183413
|
0.406466
|
0.218609
|
0.231968
|
0.140034
|
|
12/6/2013
|
0.185988
|
0.402485
|
0.217469
|
0.229962
|
0.143777
|
|
12/9/2013
|
0.184912
|
0.400736
|
0.215194
|
0.227955
|
0.142337
|
|
12/10/2013
|
0.183386
|
0.401946
|
0.213003
|
0.229556
|
0.151026
|
|
12/11/2013
|
0.183173
|
0.399797
|
0.212058
|
0.230038
|
0.15055
|
|
12/12/2013
|
0.181673
|
0.410152
|
0.211011
|
0.229554
|
0.162203
|
|
12/13/2013
|
0.182557
|
0.410668
|
0.209024
|
0.230213
|
0.162544
|
|
12/16/2013
|
0.180912
|
0.407144
|
0.216955
|
0.228153
|
0.162221
|
|
12/17/2013
|
0.17995
|
0.405203
|
0.216263
|
0.227517
|
0.160795
|
|
12/18/2013
|
0.179693
|
0.402212
|
0.217459
|
0.225439
|
0.170126
|
|
12/19/2013
|
0.180568
|
0.3993
|
0.216339
|
0.224586
|
0.204898
|
|
12/20/2013
|
0.1794
|
0.395783
|
0.214439
|
0.22436
|
0.203792
|
|
12/23/2013
|
0.192092
|
0.403398
|
0.21417
|
0.222857
|
0.203982
|
|
12/24/2013
|
0.191057
|
0.399969
|
0.212657
|
0.222052
|
0.203017
|
|
12/26/2013
|
0.190475
|
0.396832
|
0.212202
|
0.220755
|
0.201947
|
|
12/27/2013
|
0.189902
|
0.402896
|
0.210479
|
0.219279
|
0.200593
|