HVR/DW/HDFA

לפני 7 שעות

Historical Volatility along with durbin watson test, and hurst exponent. There are calculations for jumps as well because price moves in jumps. Volatility is usually mean reverting so you can gauge the current dispersion of prices and predict future one. Volatility itself is nondirectional.

לפני 5 שעות

הערות שחרור

Historical Volatility along with durbin watson test, and hurst exponent. There are calculations for jumps as well because price moves in jumps. Volatility is usually mean reverting so you can gauge the current dispersion of prices and predict future one. Volatility itself is nondirectional.

לפני 5 שעות

הערות שחרור

Historical Volatility along with durbin watson test, and hurst exponent. There are calculations for jumps as well because price moves in jumps. Volatility is usually mean reverting so you can gauge the current dispersion of prices and predict future one. Volatility itself is nondirectional.

לפני 5 שעות

הערות שחרור

Historical Volatility along with durbin watson test, and hurst exponent. There are calculations for jumps as well because price moves in jumps. Volatility is usually mean reverting so you can gauge the current dispersion of prices and predict future one. Volatility itself is nondirectional.