mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 03:58:04 +00:00
tiny fixes
This commit is contained in:
+24
-24
@@ -1,28 +1,28 @@
|
|||||||
Single Value Input (Typically Closing Prices)
|
# Volatility Measures
|
||||||
|
|
||||||
Jurik Volatility (Volty)
|
## Single Value Input (Typically Closing Prices)
|
||||||
|
|
||||||
**Standard Deviation**
|
- Jurik Volatility (Volty)
|
||||||
**Relative Volatility Index (RVI)**
|
- **Standard Deviation**
|
||||||
Ulcer Index
|
- **Relative Volatility Index (RVI)**
|
||||||
ARCH/GARCH Models
|
- Ulcer Index
|
||||||
Exponential Weighted Moving Average (EWMA) Volatility
|
- ARCH/GARCH Models
|
||||||
Conditional Volatility
|
- Exponential Weighted Moving Average (EWMA) Volatility
|
||||||
Volatility Ratio
|
- Conditional Volatility
|
||||||
Close-to-Close Volatility
|
- Volatility Ratio
|
||||||
Volatility of Volatility (VOV)
|
- Close-to-Close Volatility
|
||||||
Volatility Cone
|
- Volatility of Volatility (VOV)
|
||||||
Bollinger Bands
|
- Volatility Cone
|
||||||
Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information
|
- Bollinger Bands
|
||||||
|
- Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information
|
||||||
|
|
||||||
OHLC Input (Open, High, Low, Close)
|
## 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)
|
|
||||||
|
|
||||||
|
- 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)
|
||||||
|
|||||||
Reference in New Issue
Block a user