SumProduct Volatility?
Jan 29, 2010
I have a SumProduct formula that processes ranges of integers, and should deliver the integer answer of 504.
Instead, it delivers the answer of 503.9999999999990000000.
Is that what is meant by "volatility"?
Most of the expressions in the formula are already preceded by a SIGN function, and I was under the impression that one benefit of the SIGN function was to guard against volatility.
Anyway, here's the formula. I don't expect anyone to examine it in any great detail, but perhaps you might share some tips or tricks to prevent the volatility of the result:
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Jul 23, 2008
I have an LSE spreadsheet with a list of 150 stocks. I need to find the easiest way of calculating the volatility of each stock using either standard deviation or garman-klass. Is there way of coding it so i can probable pull through data from the internet nd run simultaneous calculation for each of the stocks?
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Jul 25, 2006
to write a function that will exponentially weight a series of returns by a certain decay factor.
I have excel spreadsheets that can do this over several columns, like this
series of returns... rtns squared
2.50% =2.50%*2.50%
3.50% =3.50%*3.50%
5.00% =5.00%*5.00%
1.01% =1.01%*1.01%
0.75% =0.75%*0.75%
4.01% =4.01%*4.01%
-2.78% =-2.78%*-2.78%
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Oct 10, 2012
Im trying to enter a formula for volatility in my excel 2010 spread sheet
my hig low close is listed verticaly in A,B,C
The formula for D1 is supposedly “={LN((A1)/(B1))}^2”
The formula for E1 is supposedly =SQRT(SUM(D1:D10)/10)*SQRT(252)*100
I put this in D1 and it is giving me an error
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Jun 9, 2008
I have calculated the implied volatility for different single options using the newton raphson method. But, I also need to calculate the implied volatility which minimizes the sum of squared differences between the observed market price and the model price for each day. I guess one needs to use vectors (jacobian matrix) to do this, but I do not know how to expand the code to be able to do this. Anyone have any idea how this can be done? I have attached the [code] I have used to calculate the implied volatility for one option.
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Dec 18, 2008
I have the following formula's:
SUMPRODUCT(($O$9:$O$259="Active")+0)+SUMPRODUCT(($O$9:$O$259="Clearing Tmrw")+0) and
SUMPRODUCT(--($O$9:$O$259="Active"),$B$9:$B$259)+SUMPRODUCT(--($O$9:$O$259="Clearing Tmrw"),$B$9:$B$259) and
SUMPRODUCT(--(YEAR($A$9:$A$259)=$E$4)*($O$9:$O$259="Active"),$B$9:$B$259)+SUMPRODUCT(--(YEAR($A$9:$A$259)=$E$4)*($O$9:$O$259="Clearing Tmrw"),$B$9:$B$259)
My spreadsheet A1 to Q7 are where the headers and above formula's are and row 8 is hidden and has other formula's in (col C,M,N,O,P & Q)
The User then clicks the insert row macro which inserts a blank row (with row 8 formaules) into row 9.
However, the above formula's then change from 9 to 10 therefore, not picking up all the amounts.
Can anyone help me so that the formulas continue from row 9 ?
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Jul 11, 2009
I have the following formula:
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Mar 25, 2009
I have a spreadsheet in which I am using SUMPRODUCT. As you can see from the attachment, on the "Breakout by PIpeline" tab, Columns C, D & F are working perfect. However, Column B & E are duplicates of C & D - just wanting to pull the volume from the "Detail" tab instead of the dollars...and I keep getting the #VALUE! error.
I have tried formatting the Volume column differently - and even multipling the data times -1 and then pasting back in.....
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Jul 11, 2012
How to add another sum to this formula?
this is the formula i have at the moment
=SUMPRODUCT(--($AA$21:$AA$6376
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Dec 4, 2007
Here's my question.
jan- feb- mar- apr- may
rep a 1 1 2 5 1
rep b 1 2 7 7 7
rep c 5 5 1 2 2
rep d 1 1 1 1 1
rep e 2 2 2 2 2
rep f 1 2 3 4 5
rep g 0 0 0 7 9
date date
March May
How do I set it up so that I will have two cells that will contain a month. Once the 2 months are selected it will give me the total for each rep during that time period? Do I use sumproduct?
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Aug 12, 2008
I have a report with a macro that imports a .TXT file into Excel then calculates the follwing formula. For some reason, before the .TXT file is loaded the formula is fine and has no errors, then when it is run I get a "#NAME?" error. I thought it might be because the formula changed during the macro but that's not it. Examples are below.
I've looked online and tried naming the ranges, but that doesn't work. I've tried the built in help but that didn't help. I've tried making sure the analysis pak is installed but that's not it either.
I've ran out of ideas now and you guys are my last hope. Any clues...??
Before macro:
=SUM(SUMPRODUCT(--(DelDate>=6),--(Branch=$B3),--(Status"DEAL"))-SUMPRODUCT(--(DelDate>=6),--(Branch=$B3),--(Status="AWAI")))
After macro:
=SUM(SUMPRODUCT(--(DelDate>=6),--(Branch=$B3),--(Status"DEAL"))-SUMPRODUCT(--(DelDate>=6),--(Branch=$B3),--(Status="AWAI")))
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Aug 13, 2008
=SUMPRODUCT(OR(MIS!$T$4:$T$2042>500000)*(MIS!$U$4:$U$2042>500000))*(MIS!$Z$4:$Z$2042=C2)
it is if the cell in Column T >500,000 or the cell in Column U is more than 500,000. I keep getting a value error and I can't find a way around it.
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Aug 26, 2008
I'm working on a project on predicting future cash flows from loans we have made and have ran into a wall as i can't figure out the formula to achieve what i would like to do. I've gotten a lot of help from you guys in the past and would appreciate any help you may be able to provide for this problem. So here it goes. First, here is how i have the spreadsheet setup.....
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Nov 12, 2008
I've got a spreadsheet that had _many_ sumproducts and calls to vba functions and when it recalculated took some time to finish, so I thought I'd group the vba function with the sumproduct to see if it was faster, but I keep getting a #Value! error. The sumproduct layout worked fine on the actual spreadsheet, so I'm sure something is lost in translation. Here is my
Function weight(Aref As Range, count As Integer, Bref As Range) As Variant
Dim i As Integer
Dim top As Integer
Dim vA() As Variant
Dim cA() As Variant
Dim vR As Range
Dim cR As Range
Dim count As Integer
count = Widgets.Rows.count
ReDim vA(count - 1)
ReDim cA(count - 1)
top = Aref.Rows.count
For i = 0 To top - 1.............................
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Apr 29, 2009
I seem to get a sum of 0 when I use this sumproduct syntax: SUMPRODUCT(($R$77:$R$442="H")*($Q$77:$Q$442="OTE"),(D77:D442)). What am I not doing?
Below is an e.g. of my data
CDEFGHIJKLMNOPQRAdmin4444440 ...
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Jul 27, 2009
=-SUMPRODUCT((Catagory=$A26)*(MONTH(Paid_Date)=12)*
(YEAR(Paid_Date)=12)*(How="Till")*(How="Banking")*(Expenses))
This problem is I keep getting a #Value! error when I place the date section into formula. I have check to see thatthe date format is correct and as far as I can tell it is EXAMPLE: 06/12/2007
This formula did work in a nother worksheet, thus the confusion Ihave
The other issue is how to get two different text items in the "HOW" group to be True for Formula to pull requested values???
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Apr 30, 2003
Now I am trying to build a user-defined function to use it.
It works in EXCEL but I can't get it to work in VBA
Function xxx(x,y)
Dim a, b, c As Range
a = Range("a4:a14") ' contains text
b = Range("b4:b14") ' contains text
c = Range("c4:c14") ' contains values
Range("a20") = Application.SumProduct((a = x) * (b = y) * c)
End Function
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Jun 27, 2006
If B97:158=GL AND C97:C158=0001 THEN SUM E97:E158 OTHERWISE "0.00". I can't figure out the best formula to use.
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Jun 12, 2007
sum with criteria. The solution was: = SUMPRODUCT(($A$7:$A$41=$A45)*($E$7:$E$41))
That was great, but, i need this every week, for a report, and not always all are in the same cells, and this formula is into a code, so the code loses sense when the week change. I tried to change the formula into a code, but it's impossible for me, although i have read all the post about it and sumproduct vba code. So, every week i use the same ranges in my code. So, for example:
A7:A41 in my code is:
Range(cells(7,1), cells(LastCell,1)
because i don't finish every week in the same row of column A
A45 is
Cells(LastCell + 4, 1)
I attach the same sheet of the other day
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Apr 7, 2014
I am trying to arrive at the results in the yellow cells without needing the blue cells inbetween.
A sumproduct would be best but the 2nd row of blue cells has an if statement in it.
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Jan 19, 2014
I am trying to do a sumproduct formula with hours and it is not calculating right.
Here is my current formula:
=SUMPRODUCT(([Productivity.xlsx]Occupancy!$A$2:$A$5000>=$C$1)*([Productivity.xlsx]Occupancy!$A$2:$A$5000<=$C$2)*([Productivity.xlsx]Occupancy!$B$2:$B$50ry00=$A4)*([Productivity.xlsx]Occupancy!$C$2:$C$5000))
My values in Column C that I am trying to get the sum of are:
1:24:49
:59:08
:58:46
1:39:19
1:10:08
1:13:15
1:04:23
1:43:04
1:23:55
1:48:11
1:42:41
The result of the sumproduct I am currently getting is 7824:00:00, however when I select the above values, Excel is showing it should be 13:09:45 in the status bar, which seems accurate.
I am not sure what I am missing to get this same number.
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Jun 20, 2014
I would like to create a formula in D7 that calculates the weighted average growth for products (column A) manufactured by Bob (column B). In J5 I've inserted the expected result using a SUMPRODUCT function.
How to create a formula in D7 that will calculate from the data in B6:D6 the same result as in J5. i.e. How do I make the SUMPRODUCT function only consider data in columns C and D when Bob is the manufacturer?
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Jan 24, 2007
I am using SUMPRODUCT to check if the word "Yes" appears in two colums andcount the number of occurances.
Many of the cells in the range evaluate to error #N/A - this is unavoidable.
As a result, SUMPRODUCT in the formula
=SUMPRODUCT(--(H12:H486)="yes")*(--(Q12:Q486)="yes") evaluates to #Value.
I have tried to error trap this using
=SUMPRODUCT(--(ISTEXT(G12:G486)="yes"))*(--(ISTEXT(P12:P486)="yes"))
But this evaluates to #N/A.
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Nov 23, 2007
In this file I have a team in column A, in B are the relative number of games they have played, and in C the filed goal % for them in that game. The value I am trying to return the average field goal % for that team in there last 10 games. I thought the sumproduct would work but is not returning a value,
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Feb 19, 2008
I am trying to add an additional criteria to the following sumproduct formula. The formula below works fine to add up values that are within a date range. However, I want to add values within a specified date range as well as one additional variable. The additional variable is in column G.
SUMPRODUCT(--($A$3:$A$1015>=$A1026),--($A$3:$A$1015<=$B1026),D$3:D$1015)
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Nov 5, 2008
I'm attempting to do a sumproduct with different dimensioned ranges. I've read multiple posts that say that all ranges in a sumproduct must have the same dimensions. I've tried different commands (index/match/lookup, etc) with no luck. Perhaps someone can come up with a solution for me....
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Mar 4, 2009
=((SUMPRODUCT((('Data Sheet'!$A$2:$A$997<2110000)+('Data Sheet'!$A$2:$A$997>2119999)),--(ISNUMBER(MATCH('Data Sheet'!$B$2:$B$997,{300100,302100},0))),('Data Sheet'!E$2:E$997*IF('Data Sheet'!E1<=$F$4:$G$4,1,0))
The last part of the formula is the problem, the first two arrays are conditions and the last array is a sum if f4 a period of the year is equal or less to the data sheet tab it is summing.The formula below works fine, but when the last condition is added it doesn't work.
=((SUMPRODUCT((('Data Sheet'!$A$2:$A$997<2110000)+('Data Sheet'!$A$2:$A$997>2119999)),--(ISNUMBER(MATCH('Data Sheet'!$B$2:$B$997,{300100,302100},0))),'Data Sheet'!E$2:E$997)
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Jun 11, 2009
I need to C8 - C19 only to add up jobs won by andrew (in current orders). It needs to be month specific. what i mean by that is I need the formula to do what its doing now (adding up the jobs by and putting the totals into the according cell depending on what month they were won.
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Jul 2, 2009
I have a worksheet where I am trying to count the number of occurences of several text strings.
For example:
I'm trying to count how many times "paid in full" and "fully paid" occur in column A.
I have two formulas, and both seem to work, but since I don't really understand either of them, I'm wondering which I should use and how I would adapt it to include additional text strings. (Like adding "paid" to the list)
Here are my formuals (I didn't write either of them, another co-worker did)
=(COUNTIF(A:A,"paid in full"))+(COUNTIF(A:A,"fully paid"))
=SUMPRODUCT(--(A1:A50={"paid in full","fully paid"}))
Also, if there is another and easier way to do what I'm trying to do, I'd love to know.
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Aug 17, 2009
Trying to sum values in column A, if values in column B have a range between 0-9.
or can we use less than < 9.
using Sumproduct formula
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