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tashik
27 de Mai de 2020 08:18

PulsoMetr: ongoing volatility estimator 

RTS INDEX FUTURESMOEX

Descrição

PulsoMetr is ongoing volatility estimator for MOEX Futures. May be a little less exact since it does not consider nights and weekdays. It can not be used to measure on the day of option expiry, please, be careful. In days till expiry we put number of full days till expiry, try it with and without the current started day included in this number
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