Chart Page Standard Deviation

Abbreviation: ChartPageStndDev
Category: Chart Page Calculation

Input Parameters:

Name Range Default
Time Series

 
Calculation:

Square root of Variance(X, n)

where
X = Time Series across all chart pages for a given date/time
n = Number of Chart pages with valid values (i.e. not N/A)

Variance represents Variance

 
Discussion:

Provides a measure of a time series volatility across all chart pages for each date/time in the chart.
 

Was this article helpful?

Related Articles