Uncategories Re: [amibroker] Mathematics What is the mathematical formula to range a continuous time series in a Range of -1 to 1?

Re: [amibroker] Mathematics What is the mathematical formula to range a continuous time series in a Range of -1 to 1?

Coolman 08.51
 

Are you asking for a formula that transforms a series to the range -1 to +1?

How will the result be used? 

How will you identify and treat outliers? 

Do you want to change the distribution?  If so, to Normal?  or Uniform?

As new data that was not included when the initial transformation was computed is received, and it is outside the original range, what do you want to happen?

There is a discussion of transformations in my Mean Reversion book.  Are you looking for more information and technique than is presented there?

Best,
Howard

On Thu, May 5, 2016 at 7:14 AM, meanomalist@yahoo.com [amibroker] <amibroker@yahoogroups.com> wrote:
 


What is the mathematical formula to range a continuous time series in a Range of -1 to 1?

Sample Slope Values are:

  1. Slope
  2. 200
  3. 14
  4. -500
  5. 0
  6. 30
  7. -40
  8. -110
  9. 0
  10. 300
  11. 230
  12. 90
  13. -40


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Posted by: Howard B <howardbandy@gmail.com>
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