Question

I have a query that looks like this:

SELECT SUM(CAPITAL_RETURN) OVER (PARTITION BY PORTF_CODE, 
                                 EXTRACT(MONTH FROM END_DATE) ORDER BY END_DATE
                                 ) AS CUM_CAPITAL_RET,
 FROM
 ....

This is fine for creating a cumulative sum column, but I now need to create a cumulative multiplication column.

Is this possible?

Thanks

Answer 1

The classical way of doing this is by taking the exponent of the sum of the logarithms of the values, taking care to handle negatives zeroes correctly.