Efficiency-ratio.xlsx

	A	B	C	D	E	F	G
1	Date	Close	10	1d abs diff	Sum of 1 d diff	Efficiency Ratio
2	8/17/2022	4274.04
3	8/18/2022	4283.74		9.7
4	8/19/2022	4228.48		55.26
5	8/22/2022	4137.99		90.49
6	8/23/2022	4128.73		9.26
7	8/24/2022	4140.77		12.04
8	8/25/2022	4199.12		58.35
9	8/26/2022	4057.66		141.46
10	8/29/2022	4030.61		27.05
11	8/30/2022	3986.16		44.45
12	8/31/2022	3955	319.04	31.16	479.22	0.67
13	9/1/2022	3966.85	316.89	11.85	481.37	0.66
14	9/2/2022	3924.26	304.22	42.59	468.7	0.65
15	9/6/2022	3908.19	229.8	16.07	394.28	0.58
16	9/7/2022	3979.87	148.86	71.68	456.7	0.33
17	9/8/2022	4006.18	134.59	26.31	470.97	0.29
18	9/9/2022	4067.36	131.76	61.18	473.8	0.28
19	9/12/2022	4110.41	52.75	43.05	375.39	0.14
20	9/13/2022	3932.69	97.92	177.72	526.06	0.19
21	9/14/2022	3946.01	40.15	13.32	494.93	0.08
22	9/15/2022	3901.35	53.65	44.66	508.43	0.11
23	9/16/2022	3873.33	93.52	28.02	524.6	0.18
24	9/19/2022	3899.89	24.37	26.56	508.57	0.05
25	9/20/2022	3855.93	52.26	43.96	536.46	0.10
26	9/21/2022	3789.93	189.94	66	530.78	0.36
27	9/22/2022	3757.99	248.19	31.94	536.41	0.46
28	9/23/2022	3693.23	374.13	64.76	539.99	0.69
29	9/26/2022	3655.04	455.37	38.19	535.13	0.85
30	9/27/2022	3647.29	285.4	7.75	365.16	0.78
31	9/28/2022	3719.04	226.97	71.75	423.59	0.54
32	9/29/2022	3640.47	260.88	78.57	457.5	0.57
33	9/30/2022	3585.62	287.71	54.85	484.33	0.59
34	10/3/2022	3678.43	221.46	92.81	550.58	0.40
35	10/4/2022	3790.93	65	112.5	619.12	0.10
36	10/5/2022	3783.28	6.65	7.65	560.77	0.01
37	10/6/2022	3744.52	13.47	38.76	567.59	0.02
38	10/7/2022	3639.66	53.57	104.86	607.69	0.09
39	10/10/2022	3612.39	42.65	27.27	596.77	0.07
40	10/11/2022	3588.84	58.45	23.55	612.57	0.10
41	10/12/2022	3577.03	142.01	11.81	552.63	0.26
42	10/13/2022	3669.91	29.44	92.88	566.94	0.05
43	10/14/2022	3583.07	2.55	86.84	598.93	0.00
44	10/17/2022	3677.95	0.48	94.88	601	0.00
45	10/18/2022	3719.98	70.95	42.03	530.53	0.13
46	10/19/2022	3695.16	88.12	24.82	547.7	0.16
47	10/20/2022	3665.78	78.74	29.38	538.32	0.15
48	10/21/2022	3752.75	113.09	86.97	520.43	0.22
49	10/24/2022	3797.34	184.95	44.59	537.75	0.34
50	10/25/2022	3859.11	270.27	61.77	575.97	0.47
51	10/26/2022	3830.6	253.57	28.51	592.67	0.43
52	10/27/2022	3807.3	137.39	23.3	523.09	0.26
53	10/28/2022	3901.06	317.99	93.76	530.01	0.60
54	10/31/2022	3871.98	194.03	29.08	464.21	0.42
55	11/1/2022	3856.1	136.12	15.88	438.06	0.31
56	11/2/2022	3759.69	64.53	96.41	509.65	0.13
57	11/3/2022	3719.89	54.11	39.8	520.07	0.10
58	11/4/2022	3770.55	17.8	50.66	483.76	0.04
59	11/7/2022	3806.8	9.46	36.25	475.42	0.02
60	11/8/2022	3828.11	31	21.31	434.96	0.07
61	11/9/2022	3748.57	82.03	79.54	485.99	0.17
62	11/10/2022	3956.37	149.07	207.8	670.49	0.22
63	11/11/2022	3992.93	91.87	36.56	613.29	0.15
64	11/14/2022	3957.25	85.27	35.68	619.89	0.14
65
66					average	0.281	Compare this to PK's figure of 0.331 for SP500 back in 2011. Markets are noisier now?
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