vol_trend

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH px AS
(
    SELECT
        ticker,
        date,
        toFloat64(close)                                                      AS px,
        lagInFrame(toFloat64(close)) OVER (PARTITION BY ticker ORDER BY date)  AS prev_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('AIQ', 'XLK', 'QQQ')
      AND date >= toStartOfMonth(today() - 730)
)
SELECT
    formatDateTime(toStartOfMonth(date), '%Y-%m')                                              AS month,
    round(100 * sqrt(252) * stddevSampIf(px / prev_px - 1, ticker = 'AIQ'  AND prev_px > 0), 1) AS aiq_vol_pct,
    round(100 * sqrt(252) * stddevSampIf(px / prev_px - 1, ticker = 'XLK'  AND prev_px > 0), 1) AS xlk_vol_pct,
    round(100 * sqrt(252) * stddevSampIf(px / prev_px - 1, ticker = 'QQQ'  AND prev_px > 0), 1) AS qqq_vol_pct
FROM px
GROUP BY month
HAVING countIf(ticker = 'AIQ' AND prev_px > 0) > 10
   AND countIf(ticker = 'XLK' AND prev_px > 0) > 10
   AND countIf(ticker = 'QQQ' AND prev_px > 0) > 10
ORDER BY month