Statistical volatility (also called historic or realized volatility) is a measurement of how much the price or returns of stock value. It’s used to optimize portfolios, detect regime changes, and price derivatives. In this repo I cover Standard Deviation, Parkinson, Garman-Klass, Hodges-Tompkins, Rogers-Satchell, Yang-Zhang
☆10Dec 7, 2022Updated 3 years ago
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