Skip to content

Jungle-Sven/std_dev_levels

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

3 Commits
 
 
 
 
 
 
 
 

Repository files navigation

About

This repo shows how to measure volatility with a few lines of code. You can define several levels of volatility and use them to know the best time to trade depending on your strategy.

Data

data.csv contains 260k ETH/USD executed trades, ~3 days.

Run

python3 levels.py

About

std dev of log prices

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages