FRESH FEATURES- RV TOOLS
Even Peter Griffin uses these tools to find edge.
Seasonality of Realized Volatility
Using Parkinson calcs. we can calc. HV1 and find the average of HV1 (without running into average of average issues).
Select form multiple different coins
Long history back to 2012 for BTC
Close-2-Close RV measurements as well as Parkinson.
Rolling Correlations & Beta!
Lastly, check out the distribution of HV1’s when broken out by “up-days” vs “down-days”