OPEN-SOURCE SCRIPT
Volatility Arbitrage
Description:
This indicator uses rate of change (ROC) indicator and its standard deviations.
ROC values are cycling around zero, i.e. around the mean.
Two standard deviations of the ROC draw the upper and the lower bounds that serve as thresholds.
These capture outliers that can be used as signals.
This indicator uses rate of change (ROC) indicator and its standard deviations.
ROC values are cycling around zero, i.e. around the mean.
Two standard deviations of the ROC draw the upper and the lower bounds that serve as thresholds.
These capture outliers that can be used as signals.
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