Create Historical Averages

Return to the #89 Newsletter


Eikon has an average calculator function that lets you calculate historical averages and volatilities on customized lists of instruments.

Access Eikon using the PCs available at the Barcelona (Financial Room) or Madrid Libraries.

To access the “calculator” enter the word “Average calculator” or the short code AVRG on the search box or select from the suggested results list.
To create your list of instruments, click on the list name drop down menu titled “User Defined”. Here you can create and customize several lists of instruments.
Simply add the code in the input box or use the search tool to look up your instruments. Then name your list and click on “save”.
You can enter your preferred start and end dates and select the frequency.
Click on “volatilities” to view calculated volatilities or “raw data” to view the data used for calculation.

A video version of this tutorial is available here.