August 2019
Intermediate to advanced
560 pages
13h 41m
English
This is a measure of variance similar to the standard deviation to determine whether or not the data was distributed normally. The mathematical formula is the median absolute deviation (|median(X) - Xi|). This example aims to obtain such a measure of the ACWF ETF in the cf_etf_hist_price index. The result is 0.483:
"query": { "match": { "symbol": "ACWF"}},"aggs": {"med_change_percent": {"median_absolute_deviation": { "field":"changePercent" }}}
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