Market breath in regard of volatility.
Quite simple breath analysis for "big mama" players: An Infinite impulse response average compounding Garman & Klass (Yang-Zhang's) at 4 rolling weekly candles of Realized Volatility with it's relative 1x deviation bands. At bottom we have half year (26 weeks) convex DrawDown realized volatility in red against DrawUp in Black, both as confirmation using a convex algorithm for realized volatility to compare apple's with apples. (Based on Peter's Martin "ulcer index" definition)
Publicações relacionadas
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.