From ae4088e76da511e0f2d6d8f5ed516b28e8e5f29e Mon Sep 17 00:00:00 2001 From: Miha Kralj Date: Tue, 8 Oct 2024 18:48:19 -0700 Subject: [PATCH] tiny fixes --- lib/volatility/todo.md | 48 +++++++++++++++++++++--------------------- 1 file changed, 24 insertions(+), 24 deletions(-) diff --git a/lib/volatility/todo.md b/lib/volatility/todo.md index 512a9e63..2ce815c6 100644 --- a/lib/volatility/todo.md +++ b/lib/volatility/todo.md @@ -1,28 +1,28 @@ -Single Value Input (Typically Closing Prices) +# Volatility Measures -Jurik Volatility (Volty) +## Single Value Input (Typically Closing Prices) -**Standard Deviation** -**Relative Volatility Index (RVI)** -Ulcer Index -ARCH/GARCH Models -Exponential Weighted Moving Average (EWMA) Volatility -Conditional Volatility -Volatility Ratio -Close-to-Close Volatility -Volatility of Volatility (VOV) -Volatility Cone -Bollinger Bands -Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information +- Jurik Volatility (Volty) +- **Standard Deviation** +- **Relative Volatility Index (RVI)** +- Ulcer Index +- ARCH/GARCH Models +- Exponential Weighted Moving Average (EWMA) Volatility +- Conditional Volatility +- Volatility Ratio +- Close-to-Close Volatility +- Volatility of Volatility (VOV) +- Volatility Cone +- Bollinger Bands +- Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information -OHLC Input (Open, High, Low, Close) - -Garman-Klass Volatility -Rogers-Satchell Volatility -Yang-Zhang Volatility -Parkinson Volatility (High, Low) -Average True Range (ATR) (High, Low, Close) -Chaikin Volatility (High, Low) -Keltner Channels (typically Close, High, Low) -High-Low Volatility (High, Low) +## OHLC Input (Open, High, Low, Close) +- Garman-Klass Volatility +- Rogers-Satchell Volatility +- Yang-Zhang Volatility +- Parkinson Volatility (High, Low) +- Average True Range (ATR) (High, Low, Close) +- Chaikin Volatility (High, Low) +- Keltner Channels (typically Close, High, Low) +- High-Low Volatility (High, Low)