Zscore Calculation for a Closed End Fund
Author: jckungfu
Creation Date: 1/10/2017 3:50 PM
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jckungfu

#1

1/10/2017 3:50 PM


I am looking for a way to calculate a Z score for any asset using Wealth Lab. More specifically any Closed End Fund.

Any help would be appreciated.

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Eugene

#2

1/10/2017 4:46 PM

Z-Score is pretty easy to build in WealthScript Strategy code:

AggZ: Another Composite Trend/Mean Reversion Indicator
MAC-Z score
Giving back to the community (some new/updated indicators), posts #8-9
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