Log-Range volatility for dummies?

Discussion in 'Automated Trading' started by mgdpublic, Jun 25, 2009.

  1. different ways of volatility calc.

    the question is: then?

    prediction is the key
     
    #11     Jul 2, 2009
  2. Exactly. Now if I could just figure out how to do that in excel. :)
     
    #12     Jul 2, 2009
  3. noisy
     
    #13     Jul 3, 2009
  4. Alright, I think you're legit. Hope this helps.:) Sample rtn period is monthly. High and Low are within the monthly window.

    Good Luck.
     
    #14     Jul 4, 2009
  5. Thank you sir! That's exactly what I needed. Don't know why those Phd's have to speak in Math Cant--your excel equation is just a tad more efficient.
     
    #15     Jul 8, 2009