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Old 07-25-2007, 11:55 AM
Dogpile Dogpile is offline
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Re: Trading with Market Statistics. IV Standard Deviation
<<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.>>

I already do that with Keltner Channels and Bollinger Bands.

I am looking for 'variation of price' around the point of 'value' (VWAP).... I am not looking for 'variation of volume-weighted price' around the point of value...

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