Creating a db and summarising in xl using QL Lib

[rohan talwar]

Hi all

     Can anyone help with the implementation of a suitable set of xl formulas to sumarise and create objects in XL for say time series, statistics, etc. using the QLlibrary?

I would ultimately like to use QL to take a table of data, and should I want to create a 30d or 250d [historical] vol measure from historical prices, it seems challenging to do [elegantly]. Any ideas?

I attach a abridged worksheet of basic concept (not refined).

Array formulas would preferably be not used where possible.

Cheers, and I look forward to any creative ideas.

Rohan Talwar

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