Volatility Arbitrage
Posted: Thu Jan 15, 2015 4:12 am
Based on the request.
viewtopic.php?f=27&t=61718
- Code: Select all
Middle = roc(source,1)
Upper = stdev(Middle,Period)*NumStdDev
Lower = Upper*-1
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Middle = roc(source,1)
Upper = stdev(Middle,Period)*NumStdDev
Lower = Upper*-1