Quant development: Using rolling average for data cleaning / remove outliers. Is fix in Excel?

Quant development: Using rolling average for data cleaning / remove outliers. Is fix in Excel? I have a set of data which has daily and seasonal cycle and expands over ten years. I need to remove erroneous values using the rolling average of 5 points at a time (I might end up using more points …

Quant development: Using rolling average for data cleaning / remove outliers. Is fix in Excel? Read More ยป