Reply To: Normal Distribution Function

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#65503
Thomas
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Hi Mathew,

thanks for your replay. The reason why I am interested in this function is an article from the Fed of New York about how to calculate the probability of a recession. See page three in “The Yield Curve as a Leading Indicator: Some Practical Issues”.

Here are the links:
https://www.newyorkfed.org/research/capital_markets/ycfaq.html#/
https://www.newyorkfed.org/research/current_issues/ci12-5.html

At the moment I make the calculations in Excel and create a csv file to display the data in Optuma. I have no problem with that but thought perhaps it is possible to do the calculations directly in Optuma.

Here is a chart about how I use the recession probability:
S&P 500 - Recession Probability

Best wishes,
Thomas

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