Anyone have any AFL code for calculating a geometric average of a data set?
I'm trying to duplicate, in AB, the following: http://www.investopedia.com/ask/answers/06/geometricmean.asp I found some code in the group, but it looks a bit funny to me: Period = Param("Period",1,1,100,1); lnGMA = (1/Period)*Sum(ln(C),Period); Plot(exp(lnGMA),"GMA",1,5); Or, put more simply: GMA = exp((1/Period)*Sum(ln(C),Period)); Does that look right to anyone? I'm just find it hard to verify the numbers inside AB.... Any help appreciated!
