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Daily Risk Range

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This was inspired by Hedgeye's Risk Ranges product and calculates daily risk ranges for assets. It uses volatility , the volatility of volatility , the skew of volatility and price to calculate a range that can be used for entries either long or short.

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版本注释
update volatility to percentages for increased percentages particularly during extreme moves
版本注释
changes to use a more precise measure of volatility, and adds a volatility inflator for a wider band preference

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