Hi all,

I'm trying to determine the quantile value (as a scalar) for a list of series and I really don't know how to do it. Let's say I want p=0.7 on the following example:

<hansl>

open greene13_1.gdt

list list_mv = F_GM F_CH F_GE F_WE F_US

</hansl>

Basically I have a list of 5 series with market values and I want to determine extreme values in order to proceed with winsorisation. But the quantile function seems not tailored for this.

Any thoughts?

Kind regards,

F.R.Costa

--

Securely sent with Tutanota. Get your own encrypted, ad-free mailbox:

https://tutanota.com