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”