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kevincdurand1/Log Change.sql

Created May 31, 2018 21:34
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Log Change.sql
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Log Change.sql
SELECT [DateTime], [Close]
,(log([Close]) - log(LAG ([Close],1) OVER (ORDER BY [DateTime])))*100 AS LogReturn
FROM [EURUSD_Daily_198001020000_201805180000_Quant]
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