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Old 07-25-2007, 11:11 AM
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This member is the original thread starter. Re: Trading with Market Statistics. IV Standard Deviation
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nickm,

I think unweighted price versus VWAP_H could be a useful indicator...
If you are going to use unweighted prices to compute SD, then use an unweighted average to compare it too. Be consistent. Don't compare apples to Oranges.

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