Nouvelles publications dans CodeBase
- Historical Volatility Bands - Parkinson Historical Volatility Bands that are constructed using average as the middle line, and upper and lower bands using the Parkinson's historical volatility (instead of "regular" Historical Volatility) for bands calculation.
- Historical Volatility - Parkinson An important use of the Parkinson's number is the assessment of the distribution prices during the day as well as a better understanding of the market dynamics. Comparing the Parkinson's number and periodically sampled volatility helps traders understand the tendency towards mean reversion in the market as well as the distribution of stop-losses.