Average Relative Volatility
Historical volatility is based on historical prices and represents the degree of variability in the returns of an asset. It shows the range to which the price of a security may increase or decrease.
The look back period to use for the ATR is at the traders discretion however 14 days is the most common.
. It is a rate at which the price of a security increases or decreases for a given set of returns. Average True Range is a continuously plotted line usually kept below the main price chart window. The way to interpret the Average True Range is that the higher the ATR value then the higher the level of volatility.
Volatility measures the risk. Volatility is measured by calculating the standard deviation of the annualized returns over a given period of time. This number is without a unit and is expressed as a percentage.
BTCs price has fallen below its 50-day moving average while the RSI relative strength index has declined to 498 signaling that bitcoins price momentum is now neutral.
Relative Volatility An Overview Sciencedirect Topics
Relative Volatility Citizendium
Relative Volatility An Overview Sciencedirect Topics
Relative Volatility An Overview Sciencedirect Topics
What Is Relative Volatility Youtube
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