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A quick indicator in response to the product released on May 11th from BitMEX - a Daily settled volatility index for bitcoin!
bitmex.com/register/z7QCSu
uses BVOL calculation from bitmex.com/app/index/.BVOL24H:
P = Bitfinex Last Price (taken at 5 minute intervals)
Stdev = Sample Standard Deviation
Ln = Natural Logarithm
Sqrt = Square Root
.BVOL Index = Stdev(Ln(P1/P0), Ln(P2/P1), ..., Ln(P288/P287))
* Sqrt(288)
A quick indicator in response to the product released on May 11th from BitMEX - a Daily settled volatility index for bitcoin!
bitmex.com/register/z7QCSu
uses BVOL calculation from bitmex.com/app/index/.BVOL24H:
P = Bitfinex Last Price (taken at 5 minute intervals)
Stdev = Sample Standard Deviation
Ln = Natural Logarithm
Sqrt = Square Root
.BVOL Index = Stdev(Ln(P1/P0), Ln(P2/P1), ..., Ln(P288/P287))
* Sqrt(288)
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.