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Daily Risk Range

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This was inspired by Hedgeye's Risk Ranges product and calculates daily risk ranges for assets. It uses volatility , the volatility of volatility , the skew of volatility and price to calculate a range that can be used for entries either long or short.

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Nota Keluaran
update volatility to percentages for increased percentages particularly during extreme moves
Nota Keluaran
changes to use a more precise measure of volatility, and adds a volatility inflator for a wider band preference

Penafian

Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.