INTRODUCTION:
Volatility enthusiasts, prepare for VICTORY on this day of July 4th, 2024! This is my "Vast Volatility Treasure Trove," intended mostly for educational purposes, yet these functions will also exhibit versatility when combined with other algorithms to garner statistical excellence. Once again, I am now ripping the lid off of Pandora's box... of...
Roger & Satchell Estimator Historical Volatility Bands are constructed using:
Average as the middle line.
Upper and lower bands using theRoger & Satchell Estimator Historical Volatility Bands for bands calculation.
What is Roger & Satchell Estimator Historical Volatility?
The Rogers–Satchell estimator does not handle opening jumps; therefore, it...