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tashik
27 mai 2020 08:54

SigmaSpy: intraday deviation calculator 

MOEX:SI1!1
US Dollar-Ruble FuturesMOEX

Description

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Indicator to estimate intraday price deviation for MOEX Futures, starts calculations each day at 10 a.m Moscow time

Notes de version

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Remove weights for hours.
VolatilityHistorical VolatilityStandard Deviationdeviations
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