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# Kaufman Efficiency Ratio

This study calculates and displays a Kaufman Efficiency Ratio of the data specified by the **Input Data** Input.

Let \(X\) be a random variable denoting the **Input Data**, and let \(X_t\) be the value of the **Input Data** at Index \(t\). Let the Input **Length** be denoted as \(n\).

We compute the Direction as follows.

\(|X_t - X_{t - n}|\)We compute the Volatility as follows.

\(\displaystyle{\sum_{i = t - n + 1}^t |X_i - X_{i - 1}|}\)The **Kaufman Efficiency Ratio** at Index \(t\) is denoted as \(KER_t(X,n)\). We compute it as follows (provided that the Volatility is not zero).

#### Inputs

#### Spreadsheet

The spreadsheet below contains the formulas for this study in Spreadsheet format. Save this Spreadsheet to the Data Files Folder.

Open it through **File >> Open Spreadsheet**.

*Last modified Monday, 26th September, 2022.