|December 4th, 2013, 01:15 AM||#1 (permalink)|
Wayne, NJ USA
Futures Experience: Intermediate
Platform: Multicharts, Deltix DCS
Broker/Data: Interactive Brokers/IQ Feed
Favorite Futures: ETF Options
Posts: 41 since Oct 2012
Thanks: 7 given, 36 received
Hello, I'm going to look to see if anyone know where I can find a function that can calculate the semi-variance.
The link below is a description of what the function semi-variance is.
Semivariance Definition | Investopedia