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Abs Command

The Abs convert a time series into a series of absolute values

Main idea: looking at in returns in an absolute value space.

Example


abs(logDiff(sp500))

This example transforms the S&P 500 Index return in to absolute values

Syntax


abs(logDiff(sp500))

Script Example


absSPX=abs(logDiff(sp500))
hist(absSPX)

Related Commands

The abs command is one of the foundational transformations used throughout RainbowStats.