gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-15 17:18:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

doc headers

Browse Source
This commit is contained in:
Miha Kralj
2026-02-27 07:48:12 -08:00
parent 8a1ba95173
commit 4ab3a7fb53
389 changed files with 6682 additions and 468 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/statistics/variance/Variance.md
+17
View File
@@ -1,5 +1,22 @@
# Variance (VAR)
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Statistic |
| **Inputs** | Source (close) |
| **Parameters** | `period`, `isPopulation` (default false) |
| **Outputs** | Single series (Variance) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period` bars |
### TL;DR
- Variance measures how far a set of numbers is spread out from their average value.
- 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 the price of admission for high returns."
Variance measures how far a set of numbers is spread out from their average value. In finance, it is a key measure of volatility and risk.