OPEN-SOURCE SCRIPT

Chebyshevs Bands

This script calculates upper and lower bands using Chebyshev's inequality formula.

The main pros.: the band doesn't depend on particular distribution. It fits to any type of random variables. Also it allows to calculate bands for instruments with extremely high volatility.

Cons.: formula provides a rough estimation in some special cases like lognormal distribution.
bandbandsBands and Channelschebyshevprobabilityuniversal

開源腳本

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