You can not select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.

8 lines
242 B

-- max rolling std
select
stocksymbol,
max(stddevPop(price)) over
(partition by stocksymbol rows between 2 preceding AND CURRENT row) as maxRollingStd
from
(SELECT * FROM benchmark.trade01m ORDER BY time)
GROUP BY stocksymbol