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Natenberg’s Volatility
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=65238
Forum: 48 · Topic 65238 · 1 post(s)
Natenberg’s Volatility
Alexander.Gettinger · Sat Oct 28, 2017 10:09 am
Historical volatility is defined by Sheldon Natenberg, as the standard deviation of the logarithmic price changes measured at regular intervals of time.
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