Today I found myself researching “moving average analysis” techniques. Using moving average analysis can be fairly useful in trending risk. Plot the moving average over your risk and compare it with the actual risk numbers, much like you would analyze a stock chart. I will write more extensively about this in my book in the “Visual Security Analysis” chapter.

What I just learned and what really pointed me to write this blog post is that Excel has a data analysis add-in that lets you compute moving averages. In my Excel instance, I had to first enable the “Data Analysis” add-in by going to Tools|Add-Ins… Once enabled, I got a new menu item under Tools which is Data Analysis… There you can choose from a variety of data analysis tools, among them a moving average calculator. This blog post shows exactly to to apply the add-in.