mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-16 09:38:05 +00:00
doc headers
This commit is contained in:
@@ -1,5 +1,22 @@
|
||||
# STDDEV: Standard Deviation
|
||||
|
||||
| Property | Value |
|
||||
| ---------------- | -------------------------------- |
|
||||
| **Category** | Statistic |
|
||||
| **Inputs** | Source (close) |
|
||||
| **Parameters** | `period`, `isPopulation` (default false) |
|
||||
| **Outputs** | Single series (StdDev) |
|
||||
| **Output range** | Varies (see docs) |
|
||||
| **Warmup** | `period` bars |
|
||||
|
||||
### TL;DR
|
||||
|
||||
- Standard Deviation measures the amount of variation or dispersion of a set of values.
|
||||
- Parameterized by `period`, `ispopulation` (default false).
|
||||
- Output range: Varies (see docs).
|
||||
- Requires `period` bars of warmup before first valid output (IsHot = true).
|
||||
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
|
||||
|
||||
> "Volatility is not risk, but it's the only thing we can measure."
|
||||
|
||||
Standard Deviation measures the amount of variation or dispersion of a set of values. A low standard deviation indicates that the values tend to be close to the mean (also called the expected value) of the set, while a high standard deviation indicates that the values are spread out over a wider range.
|
||||
|
||||
Reference in New Issue
Block a user