Frequency of Price Changes (difference between two assets)

Last updated 9 November 2026

Function reference › Risk and Performance Measures › Frequency

1 GIAnalyzer function for Excel. Optional arguments are shown in [brackets].

GIA_RPM_FrequencyChanges2

Returns the frequency of the differences beween price changes of two assets over chosen time horizon (quantity or probability), meeting a chosen criteria, during a specified period, given historical prices.

GIA_RPM_FrequencyChanges2(HDates1, HRates1, HDates2, HRates2, TimeInterval, Overlap, DaysNumber, WeekLastDay, PriceChangeCalc, Condition, Value1, Value2, OT, StartDate, EndDate, ExcludeFromDate, ExcludeToDate)

Returns: Frequency of the differences beween price changes of two assets over chosen time horizon (quantity or probability), meeting a chosen criteria, during a specified period

Argument	Use	Description
`HDates1`	Required	The array of dates of historical prices of asset 1.
`HRates1`	Required	The array of historical prices of asset 1.
`HDates2`	Required	The array of dates of historical prices of asset 2.
`HRates2`	Required	The array of historical prices of asset 2.
`TimeInterval`	Required	Time period of the price changes (Days, Week, Month, Quarter, Year)
`Overlap`	Required	Whether there is an overlap between dates (Yes, No)
`DaysNumber`	Required	Number of days if the parameter TimeInterval is Days
`WeekLastDay`	Required	The last day of the week if the parameter TimeInterval is Week (Sunday, Monday, Tuesday, Wednesday, Thursday, Friday)
`PriceChangeCalc`	Required	Calculation type of the price change (Discrete, Continuous, Absolute). See the documentation for full description.
`Condition`	Required	The criteria that defines which changes will be chosen (Below, Above, BelowOrAbove, Between, Equal)
`Value1`	Required	The lower value to which the condition is related if the condition is "BelowOrAbove" or "Between".The value to which the condition is related if the condition is "Below" or "Equal".
`Value2`	Required	The upper value to which the condition is related if the condition is "BelowOrAbove" or "Between".The value to which the condition is related if the condition is "Above".
`OT`	Required	Output type (Quantity, Probability)
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`ExcludeFromDate`	Required	The first date in the period excluded from the required period.
`ExcludeToDate`	Required	The last date in the period excluded from the required period.