Function reference

abs(x)

The absolute value of a number: its size with the sign dropped.

x

any number

abs(-2.5)

Result: 2.5

acos(x)

The angle whose cosine is x, in degrees (in radians when the Calculator's angle button shows rad; the Sheet always uses degrees, where Excel uses radians).

x

a number from -1 to 1

acos(0.5)

Result: 60

asin(x)

The angle whose sine is x, in degrees (in radians when the Calculator's angle button shows rad; the Sheet always uses degrees, where Excel uses radians).

x

a number from -1 to 1

asin(0.5)

Result: 30

atan(x)

The angle whose tangent is x, in degrees (in radians when the Calculator's angle button shows rad; the Sheet always uses degrees, where Excel uses radians).

x

any number

atan(1)

Result: 45

ceil(x)

Rounds a number up to the next whole number.

x

any number

ceil(2.1)

Result: 3

cos(x)

The cosine of an angle given in degrees (in radians when the Calculator's angle button shows rad; the Sheet always uses degrees, where Excel uses radians).

x

an angle

cos(60)

Result: 0.5

e

Euler's number, 2.71828, the base of ln and exp; type it without parentheses.

e

Result: 2.71828

exp(x)

e raised to the power x; exp(r * t) is the growth of 1 at continuous rate r over t years.

x

any number

exp(0.05)

Result: 1.05127

floor(x)

Rounds a number down to the next lower whole number.

x

any number

floor(-2.5)

Result: -3

ln(x)

The natural logarithm (base e).

x

a positive number

ln(2)

Result: 0.693147

log(x)

The base 10 logarithm.

x

a positive number

log(1000)

Result: 3

pi

The number pi, 3.14159; type it without parentheses.

pi

Result: 3.14159

round(x)

Rounds to the nearest whole number; halves round up.

x

any number

round(2.5)

Result: 3

sin(x)

The sine of an angle given in degrees (in radians when the Calculator's angle button shows rad; the Sheet always uses degrees, where Excel uses radians).

x

an angle

sin(30)

Result: 0.5

sqrt(x)

The square root of x.

x

a number, 0 or more

sqrt(252)

Result: 15.8745

tan(x)

The tangent of an angle given in degrees (in radians when the Calculator's angle button shows rad; the Sheet always uses degrees, where Excel uses radians).

x

an angle

tan(45)

Result: 1

dist(symbol, tenor, field)

One number from the options-implied price distribution of a symbol at expiry, at the previous trading day's close.

symbol

ticker, e.g. "SPY"

tenor

days to expiry; the nearest listed expiry is used

field

field name as text, e.g. "price_p50", "implied_stdev", "tail_prob_down_10", "ci68_pct_low"

dist("SPY", 30, "price_p50")

Result: 766.58

dist.pdf(symbol, tenor)

The options-implied probability density of the price at expiry, as a series over strike prices in dollars.

symbol

ticker, e.g. "SPY"

tenor

days to expiry; the nearest listed expiry is used

dist.pdf("SPY", 30)

Result: a series of 149 points, last 2.62981e-7

fred(name)

The latest value of a FRED series, in the series' own units (SOFR is in percent: 3.63 means 3.63%).

name

series name, e.g. "SOFR", "EFFR", "IORB"

fred("SOFR")

Result: 3.63

fred.series(name)

The daily history of a FRED series, in the series' own units, dated by observation date.

name

series name, e.g. "SOFR", "EFFR", "IORB"

fred.series("SOFR")

Result: a series of 2094 points, last 3.63

fwd(symbol, dte)

The forward price of a symbol in dollars for the expiry nearest the days you give, at the previous close.

symbol

ticker, e.g. "SPY"

dte

days to expiry; snaps to the nearest listed expiry, never interpolated

fwd("SPY", 30)

Result: 767.421

fwd.curve(symbol)

The forward curve of a symbol: forward prices in dollars as a series over days to expiry.

symbol

ticker, e.g. "SPY"

fwd.curve("SPY")

Result: a series of 26 points, last 785.811

greek(symbol, greek, tenor, strike)

Dealer exposure to one greek at the strike nearest the one you give: minus the greek times open interest.

symbol

ticker, e.g. "SPY"

greek

"gamma", "vanna" or "charm"

tenor

days to expiry; the nearest listed expiry is used

strike

strike in dollars; snaps to the nearest listed strike

greek("SPY", "vanna", 30, 765)

Result: -664.521

greek.strikes(symbol, greek, tenor)

Dealer exposure to one greek at every strike for one expiry, as a series over strike prices.

symbol

ticker, e.g. "SPY"

greek

"gamma", "vanna" or "charm"

tenor

days to expiry; the nearest listed expiry is used

greek.strikes("SPY", "vanna", 30)

Result: a series of 151 points, last -0.0658177

greeksum(symbol, tenor, field)

One total from a symbol's greek summary, for the expiry nearest the days you give.

symbol

ticker, e.g. "SPY"

tenor

days to expiry; snaps to the nearest listed expiry within 20% or 5 days, whichever is larger, else E_NO_DATA

field

field name as text, e.g. "net_gamma_exposure", "net_vanna_exposure", "total_put_oi"

greeksum("SPY", 30, "net_gamma_exposure")

Result: -734.06

hv30(symbol)

A symbol's 30-day historical (realized) volatility at the previous trading day's close, annualized, as a decimal (0.12 means 12%).

symbol

ticker, e.g. "SPY"

hv30("SPY")

Result: 0.1233

hv30.series(symbol)

The daily history of a symbol's 30-day historical volatility, as decimals, through the previous close.

symbol

ticker, e.g. "SPY"

hv30.series("SPY")

Result: a series of 1163 points, last 0.1233

hvpctile(symbol)

Where the latest 30-day historical volatility ranks in the symbol's full history: the percent of days with a lower value, 0 to 100.

symbol

ticker, e.g. "SPY"

hvpctile("SPY")

Result: 38.4351

hvpctile.series(symbol)

The daily history of the historical volatility rank, 0 to 100, each day ranked against the days up to it.

symbol

ticker, e.g. "SPY"

hvpctile.series("SPY")

Result: a series of 1163 points, last 38.4351

iv30(symbol)

A symbol's 30-day implied volatility at the previous trading day's close, as a decimal (0.124 means 12.4%).

symbol

ticker, e.g. "SPY"

iv30("SPY")

Result: 0.124

iv30.series(symbol)

The daily history of a symbol's 30-day implied volatility, as decimals, through the previous close.

symbol

ticker, e.g. "SPY"

iv30.series("SPY")

Result: a series of 1163 points, last 0.124

ivpctile(symbol)

Where the latest 30-day implied volatility ranks in the symbol's full history: the percent of days with a lower value, 0 to 100.

symbol

ticker, e.g. "SPY"

ivpctile("SPY")

Result: 26.9132

ivpctile.series(symbol)

The daily history of the implied volatility rank, 0 to 100, each day ranked against the days up to it.

symbol

ticker, e.g. "SPY"

ivpctile.series("SPY")

Result: a series of 1163 points, last 26.9132

ivsurf(symbol, tenor, delta)

Implied volatility from a symbol's surface at the nearest tenor and delta you give, as a decimal, at the previous close.

symbol

ticker, e.g. "SPY"

tenor

days, e.g. 7, 30, 90, 365; snaps to the nearest tenor on the surface within 20% or 5 days, whichever is larger, else E_NO_DATA

delta

signed: positive for calls (0.25 is the 25 delta call), negative for puts; 0.5 and -0.5 are at the money

ivsurf("SPY", 30, -0.25)

Result: 0.155063

ivsurf.smile(symbol, tenor)

The volatility smile at one tenor: implied volatility as a series over delta, from -0.5 (puts) to 0.5 (calls).

symbol

ticker, e.g. "SPY"

tenor

days; snaps to the nearest tenor on the surface within 20% or 5 days, whichever is larger, else E_NO_DATA

ivsurf.smile("SPY", 30)

Result: a series of 16 points, last 0.125379

ivsurf.term(symbol, delta)

The volatility term structure at one delta: implied volatility as a series over days to expiry.

symbol

ticker, e.g. "SPY"

delta

signed delta, e.g. 0.5 for at the money, -0.25 for the 25 delta put

ivsurf.term("SPY", 0.5)

Result: a series of 8 points, last 0.161037

straddle(symbol)

The price of a symbol's at the money straddle near 30 days, as a fraction of the stock price, at the previous close (0.028 means 2.8%).

symbol

ticker, e.g. "SPY"

straddle("SPY")

Result: 0.0278514

straddle.series(symbol)

The daily history of the 30-day at the money straddle price, as a fraction of the stock price.

symbol

ticker, e.g. "SPY"

straddle.series("SPY")

Result: a series of 1167 points, last 0.0278514

strangle(symbol)

The price of a symbol's 25 delta strangle near 30 days, as a fraction of the stock price, at the previous close.

symbol

ticker, e.g. "SPY"

strangle("SPY")

Result: 0.0113391

strangle.series(symbol)

The daily history of the 30-day 25 delta strangle price, as a fraction of the stock price.

symbol

ticker, e.g. "SPY"

strangle.series("SPY")

Result: a series of 1167 points, last 0.0113391

vix30(symbol)

A 30-day volatility index for a symbol, worked out from its options the way the CBOE VIX is, at the previous close, in percent.

symbol

ticker, e.g. "SPY"

vix30("SPY")

Result: 15.3785

vix30.series(symbol)

The daily history of a symbol's 30-day volatility index, in percent.

symbol

ticker, e.g. "SPY"

vix30.series("SPY")

Result: a series of 1167 points, last 15.3785

vix3m(symbol)

A 91-day volatility index for a symbol, worked out from its options the way the CBOE VIX is, at the previous close, in percent.

symbol

ticker, e.g. "SPY"

vix3m("SPY")

Result: 18.4454

vix3m.series(symbol)

The daily history of a symbol's 91-day volatility index, in percent.

symbol

ticker, e.g. "SPY"

vix3m.series("SPY")

Result: a series of 1167 points, last 18.4454

volofvol(symbol)

How much a symbol's 30-day implied volatility moves day to day: the standard deviation of its daily changes over 20 trading days.

symbol

ticker, e.g. "SPY"

volofvol("SPY")

Result: 0.0086393

volofvol.series(symbol)

The daily history of the 20-day standard deviation of daily implied volatility changes, as decimals.

symbol

ticker, e.g. "SPY"

volofvol.series("SPY")

Result: a series of 1163 points, last 0.0086393

vrp(symbol)

A symbol's volatility risk premium at the previous close: 30-day implied over 30-day historical volatility, minus 1.

symbol

ticker, e.g. "SPY"

vrp("SPY")

Result: 0.00567721

vrp.series(symbol)

The daily history of the volatility risk premium, implied over historical volatility minus 1.

symbol

ticker, e.g. "SPY"

vrp.series("SPY")

Result: a series of 1163 points, last 0.00567721

vrpz(symbol)

How unusual the latest volatility risk premium is: its z-score against the last 20 trading days.

symbol

ticker, e.g. "SPY"

vrpz("SPY")

Result: -0.136264

vrpz.series(symbol)

The daily history of the volatility risk premium z-score, each against its own trailing 20 trading days.

symbol

ticker, e.g. "SPY"

vrpz.series("SPY")

Result: a series of 1163 points, last -0.136264

align(a, b, ...)

Series a, cut down to the dates every other series also has, so the series can be combined with operators.

a

the series whose values are kept

b, ...

one or more series whose dates a must share

align(iv30.series("SPY"), fred.series("SOFR"))

Result: a series of 1155 points, last 0.1301

at(series, date)

The value of a series on a date, or the latest value before it when that date has none.

series

a dated series

date

the date as text, "YYYY-MM-DD"

at(iv30.series("SPY"), "2026-08-01")

Result: 0.1259

max(x, more, ...)

The largest of several numbers, or the largest value in a series, ignoring empty points.

x

a number, a series, or roll(...) for a rolling maximum

more, ...

further numbers (numbers only)

max(vix30.series("SPY"))

Result: 52.88

mean(series)

The average of a series, ignoring empty points; over roll(...) it gives a rolling average series.

series

a series or roll(...)

mean(iv30.series("SPY"))

Result: 0.160834

median(series)

The middle value of a series, ignoring empty points.

series

a series or roll(...)

median(vix30.series("SPY"))

Result: 17.7833

min(x, more, ...)

The smallest of several numbers, or the smallest value in a series, ignoring empty points.

x

a number, a series, or roll(...) for a rolling minimum

more, ...

further numbers (numbers only)

min(iv30.series("SPY"))

Result: 0.0922482

pctile(s, n)

Where the latest value ranks in the last n points of a series: the percent of them at or below it, 0 to 100.

s

a series, or roll(...) for the rank on every date

n

window in points; leave out when s is roll(...)

pctile(iv30.series("SPY"), 252)

Result: 17.8571

roll(s, n)

A trailing window of n points over a series, for mean, sum, std, median, min, max, zscore or pctile to run over.

s

a series

n

window length in points

mean(roll(iv30.series("SPY"), 20))

Result: a series of 1163 points, last 0.128415

std(s, n)

The standard deviation of a series, ignoring empty points, dividing by N; with n, over the last n points only.

s

a series, or roll(...) for a rolling series

n

window in points (optional)

std(iv30.series("SPY"), 20)

Result: 0.0117613

sum(series)

The total of a series, ignoring empty points; over roll(...) it gives a rolling total series.

series

a series or roll(...)

sum(plot(x, x, 1, 10, 10))

Result: 55

zscore(s, n)

How many standard deviations the latest value sits from the mean (dividing by N); with n, over the last n points only.

s

a series, or roll(...) for the z-score on every date

n

window in points (optional)

zscore(iv30.series("SPY"), 252)

Result: -0.767269

col(m, j)

Column j of a matrix, as a column vector.

m

a matrix

j

column position from 0; negative counts from the last column (-1 is the last)

col(mat(2, 2, 1, 2, 3, 4), 0)

Result: a 2x1 matrix [[1], [3]]

corr(a, b, ...)

The correlation of two series, one number from -1 to 1, using only the dates both have.

a

a series, or one matrix whose columns are the variables

b, ...

more series (optional with a matrix)

corr(iv30.series("SPY"), hv30.series("SPY"))

Result: 0.71179

cov(a, b, ...)

The covariance matrix of two or more series over the dates all of them have, dividing by N.

a

a series, or one matrix whose columns are the variables

b, ...

more series (optional with a matrix)

cov(iv30.series("SPY"), hv30.series("SPY"))

Result: a 2x2 matrix [[0.00259331, 0.00252871], [0.00252871, 0.00486678]]

det(m)

The determinant of a square matrix.

m

a square matrix

det(mat(2, 2, 4, 7, 2, 6))

Result: 10

diag(m)

The diagonal of a square matrix as a column vector, or a diagonal matrix built from a vector.

m

a square matrix or a vector

diag(mat(2, 2, 4, 1, 1, 9))

Result: a 2x1 matrix [[4], [9]]

eigvals(m)

The eigenvalues of a symmetric matrix, as a column vector from largest to smallest.

m

a symmetric matrix, e.g. a covariance matrix

eigvals(mat(2, 2, 2, 1, 1, 2))

Result: a 2x1 matrix [[3], [1]]

eigvecs(m)

The unit-length eigenvectors of a symmetric matrix, one per column, in the same order as eigvals.

m

a symmetric matrix

eigvecs(mat(2, 2, 2, 1, 1, 2))

Result: a 2x2 matrix [[0.707107, 0.707107], [0.707107, -0.707107]]

identity(n)

An n by n identity matrix: ones on the diagonal, zeros elsewhere.

n

size, a whole number from 1 to 256

identity(2)

Result: a 2x2 matrix [[1, 0], [0, 1]]

iloc(s, i, j)

The value at a position in a series, or the cell at row i, column j of a matrix.

s

a series or a matrix

i

series position from 0, negative counts from the end (-1 is the latest); for a matrix, the row from 0

j

matrix column from 0 (matrices only)

iloc(iv30.series("SPY"), -2)

Result: 0.1301

mat(rows, cols, values, ...)

Builds a matrix from its size and its values, filled row by row.

rows

number of rows

cols

number of columns

values, ...

rows times cols numbers, row by row

mat(2, 2, 1, 2, 3, 4)

Result: a 2x2 matrix [[1, 2], [3, 4]]

minv(m)

The inverse of a square matrix.

m

a square matrix

minv(mat(2, 2, 4, 7, 2, 6))

Result: a 2x2 matrix [[0.6, -0.7], [-0.2, 0.4]]

mmul(a, b)

The matrix product of a and b; the * operator multiplies cell by cell instead.

a

a matrix

b

a matrix with as many rows as a has columns

mmul(mat(2, 2, 1, 2, 3, 4), mat(2, 1, 1, 1))

Result: a 2x1 matrix [[3], [7]]

norm(m)

The length of a vector, the square root of the sum of squares; for a matrix, the same over every cell.

m

a vector or matrix

norm(mat(2, 1, 3, 4))

Result: 5

ols(y, x, ...)

Least squares regression of y on one or more x series, returned as a column: intercept, then one slope per x.

y

a series or vector to explain

x, ...

one or more series or vectors

ols(iv30.series("SPY"), hv30.series("SPY"))

Result: a 2x1 matrix [[0.0794056], [0.519587]]

ols.r2(y, x, ...)

The R squared of the ols regression: the share of y's variance the x series explain, 0 to 1.

y

a series or vector to explain

x, ...

one or more series or vectors

ols.r2(iv30.series("SPY"), hv30.series("SPY"))

Result: 0.506645

ols.se(y, x, ...)

The residual standard error of the ols regression, in y's units, dividing by n - k - 1.

y

a series or vector to explain

x, ...

one or more series or vectors

ols.se(iv30.series("SPY"), hv30.series("SPY"))

Result: 0.0357998

ones(rows, cols)

A matrix of the given size filled with ones.

rows

number of rows

cols

number of columns

ones(2, 3)

Result: a 2x3 matrix [[1, 1, 1], [1, 1, 1]]

row(m, i)

Row i of a matrix, as a row vector.

m

a matrix

i

row position from 0; negative counts from the last row (-1 is the last)

row(mat(2, 2, 1, 2, 3, 4), 1)

Result: a 1x2 matrix [[3, 4]]

solve(A, b)

Solves A x = b for x, given a square matrix A and a column b.

A

a square matrix

b

a matrix with as many rows as A

solve(mat(2, 2, 2, 1, 1, 3), mat(2, 1, 3, 5))

Result: a 2x1 matrix [[0.8], [1.4]]

trace(m)

The sum of the diagonal of a square matrix.

m

a square matrix

trace(mat(2, 2, 1, 2, 3, 4))

Result: 5

transpose(m)

A matrix with its rows and columns swapped.

m

a matrix

transpose(mat(2, 3, 1, 2, 3, 4, 5, 6))

Result: a 3x2 matrix [[1, 4], [2, 5], [3, 6]]

vec(s)

Turns a series into a column vector for matrix work.

s

a series

vec(plot(x^2, x, 1, 3, 3))

Result: a 3x1 matrix [[1], [4], [9]]

zeros(rows, cols)

A matrix of the given size filled with zeros.

rows

number of rows

cols

number of columns

zeros(2, 2)

Result: a 2x2 matrix [[0, 0], [0, 0]]

kelly(p, rr)

The Kelly bet size as a fraction of capital: p minus (1 - p) divided by the reward to risk ratio.

p

chance of a win, 0 to 1

rr

average win divided by average loss

kelly(0.6, 1)

Result: 0.2

lag(s, k)

A series shifted k points later: each date gets the value from k points (trading days) before.

s

a series

k

shift, a positive whole number

lag(fred.series("SOFR"), 1)

Result: a series of 2093 points, last 3.62

normcdf(x)

The chance that a standard normal value is at or below x.

x

any number, in standard deviations

normcdf(1.96)

Result: 0.975002

ou(s, window)

Fits a mean reverting (Ornstein-Uhlenbeck) model to a daily series and returns a column: kappa, mu, sigma.

s

a daily series, e.g. a rate or a spread

window

points to fit, from the latest back; default 504 (about two years)

ou(fred.series("SOFR"))

Result: a 3x1 matrix [[2.50562], [3.82863], [0.755298]]

ou.carry(s, window)

The one-day drift toward the fitted level: kappa x (level - latest) / 252, in the series' units.

s

a daily series

window

points to fit; default 504

ou.carry(fred.series("SOFR"))

Result: 0.00197499

ou.cv(s, window, step, count)

How steady kappa is across rolling refits: the sample standard deviation of kappa over its mean; lower is steadier.

s

a daily series

window

points per refit; default 252

step

points between refits; default 21

count

number of refits; default 20

ou.cv(fred.series("SOFR"))

Result: 0.956396

ou.flips(s, window, step, count)

How many times the fitted level mu changes sign from one rolling refit to the next.

s

a daily series

window

points per refit; default 252

step

points between refits; default 21

count

number of refits; default 20

ou.flips(fred.series("SOFR") - 4)

Result: 2

ou.fpt(s, window, T)

The chance the series touches its fitted level within each of the next T trading days, as a series from 0 to 1.

s

a daily series

window

points to fit; default 504

T

days ahead, 1 to 2001; default 60

ou.fpt(fred.series("SOFR"), 504, 20)

Result: a series of 20 points, last 0.413297

ou.halflife(s, window)

Trading days for half of the gap between the series and its fitted level to close, ln(2) / kappa * 252.

s

a daily series

window

points to fit; default 504

ou.halflife(fred.series("SOFR"))

Result: 69.7126

ou.kappa(s, window)

The speed of mean reversion per year from the fit; a larger kappa pulls the series back faster.

s

a daily series

window

points to fit; default 504

ou.kappa(fred.series("SOFR"))

Result: 2.50562

ou.mu(s, window)

The long run level the fitted model pulls the series toward, in the series' units.

s

a daily series

window

points to fit; default 504

ou.mu(fred.series("SOFR"))

Result: 3.82863

ou.path(s, window, T)

The expected path of the series over the next T trading days from the latest value, as a series over days 1 to T.

s

a daily series

window

points to fit; default 504

T

days ahead, 1 to 2001; default 60

ou.path(fred.series("SOFR"), 504, 20)

Result: a series of 20 points, last 3.66582

ou.pathsd(s, window, T)

The standard deviation around ou.path for each of the next T trading days, in the series' units.

s

a daily series

window

points to fit; default 504

T

days ahead, 1 to 2001; default 60

ou.pathsd(fred.series("SOFR"), 504, 20)

Result: a series of 20 points, last 0.193277

ou.r2(s, window)

The R squared of the fit of each day's value on the day before, 0 to 1.

s

a daily series

window

points to fit; default 504

ou.r2(fred.series("SOFR"))

Result: 0.989845

ou.roll(s, window, step, count)

Refits the model on trailing windows stepping back in time: one row per window, newest first, with kappa, mu, sigma and half-life.

s

a daily series

window

points per refit; default 252

step

points between refits; default 21

count

number of refits; default 20

ou.roll(fred.series("SOFR"), 252, 126, 2)

Result: a 2x4 matrix [[5.47756, 3.67625, 0.720592, 31.8889], [2.35644, 3.87713, 0.732045, 74.1259]]

ou.sigma(s, window)

The annualized volatility of the series' shocks from the fit, in the series' units per square root of a year.

s

a daily series

window

points to fit; default 504

ou.sigma(fred.series("SOFR"))

Result: 0.755298

ou.sigmastat(s, window)

The long run standard deviation of the series around its fitted level, sigma / sqrt(2 * kappa), in the series' units.

s

a daily series

window

points to fit; default 504

ou.sigmastat(fred.series("SOFR"))

Result: 0.337401

ou.z(s, window)

How far the latest value sits from the fitted level, in long run standard deviations (ou.sigmastat).

s

a daily series

window

points to fit; default 504

ou.z(fred.series("SOFR"))

Result: -0.588713

days(n)

Converts days to seconds, for use with until, since and timer.

n

number of days

days(1)

Result: 86400

hours(n)

Converts hours to seconds; hours(6.5) is one regular US stock session.

n

number of hours

hours(6.5)

Result: 23400

mins(n)

Converts minutes to seconds, for use with until, since and timer.

n

number of minutes

mins(5)

Result: 300

now()

The current time as seconds since 1970-01-01 00:00 UTC.

now() - time("14:00")

Result: 1800

secs(n)

Seconds, returned unchanged; it reads clearly beside mins, hours and days.

n

number of seconds

secs(90)

Result: 90

since(t)

Seconds since time t; negative while t is still ahead.

t

a time from time(...)

since(time("09:30")) / 3600

Result: 5

time(text)

A clock time as seconds since 1970, from "YYYY-MM-DD HH:MM" or "HH:MM" for today, in your own time zone.

text

the time as text; seconds optional, e.g. "16:00:30"

time("16:00") - time("09:30")

Result: 23400

timer(n)

A countdown from n seconds that stops at 0, counted from the last reset.

n

seconds, e.g. mins(5)

timer(mins(5))

Result: 210

until(t)

Seconds from now until time t; negative once t has passed.

t

a time from time(...)

until(time("16:00")) / 60

Result: 90

plot(expr, var, lo, hi, n)

Works out an expression at n evenly spaced values of a variable from lo to hi and returns a series to chart.

expr

an expression using the variable

var

a bare variable name, e.g. x

lo

first value

hi

last value

n

number of points, 2 to 2001

plot(normcdf(x), x, -3, 3, 7)

Result: a series of 7 points, last 0.99865

and(x, ...)

Returns 1 when every argument is non-zero, else 0.

x, ...

one or more numbers or comparisons; 0 counts as false

and(iv30("SPY") > hv30("SPY"), vix30("SPY") < 20)

Result: 1

average(series)

The mean of a series, ignoring empty points; the same as mean.

series

a series, or roll(...) for a rolling average

average(vix30.series("SPY"))

Result: 19.1161

count(series)

How many points of a series hold a number; a single number counts as 1.

series

a series or a number

count(fred.series("SOFR"))

Result: 2094

if(condition, then, else)

Returns the second argument when the condition is non-zero, else the third.

condition

a number or comparison

then

the value when the condition holds

else

the value when it does not

if(iv30("SPY") > hv30("SPY"), 1, -1)

Result: 1

not(x)

Returns 1 when x is 0, else 0.

x

a number or comparison

not(vix30("SPY") > 20)

Result: 1

or(x, ...)

Returns 1 when any argument is non-zero, else 0.

x, ...

one or more numbers or comparisons; 0 counts as false

or(vix30("SPY") > 20, ivpctile("SPY") > 80)

Result: 0

sheet(book, ref)

Reads a cell as a number, or a range as a series, from a sheet widget on the same page.

book

the sheet's name as text, e.g. "Book1"

ref

a cell or range as text, e.g. "A1" or "A1:A10"

sum(sheet("Book1", "A1:A10"))

sheet.mat(book, ref)

Reads a range from a sheet widget on the same page as a matrix, keeping its rows and columns.

book

the sheet's name as text, e.g. "Book1"

ref

a range as text, e.g. "A1:B3"

det(sheet.mat("Book1", "A1:B2"))

stdevp(series)

The standard deviation of a series dividing by N (population); the same as std with one argument.

series

a series or roll(...)

stdevp(iv30.series("SPY"))

Result: 0.0509245