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Re: Trading with Market Statistics. IV Standard Deviation
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Jerry,
I am also confused with
"Also each of the terms in the sum should be the same VWAP" statement.
Vwap is developing during the day, and is a sum of (pi * vi)/ V. It would seem that SD equitation should have VWAPi and be summed at each bar. So one would get distribution of prices in reference to VWAP line. |
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Nickm, see the reply above to Dogpile. To compute the variance of a group of numbers, find the average of the numbers and then subtract each number from that average, square each difference and sum them up.
__________________
JERRY
---I'm going to trade til I'm 100, or die trying----
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