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Yngvi Hardarson <hardy@xxxxxxxxxx> wrote:
> Also there are other measures of historic volatility. E.g. the measure of
> volatility may be "zero based", it may be employing exponential moving
> averages instead of SMA, etc.
I don't see where an SMA is involved in the basic formula for historical
volatility: Std(Log(C/Ref(C,-1)), X)*Sqrt(250)*100
What am I missing?
Thanks,
Cab Vinton
cvinton@xxxxxxxxxxxxxx
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