Re: Speaking of volatility

[Bill Vedder <bved01@xxxxxxx>]

Square 15.93737745 and you get 254... number of trading days per year?

Bill

Bob Perry wrote:

> Thomas,
>
> Thanks for the post.  I am fascinated by linear regression and
> non-linear regressive types of analysis, along with statistical methods
> of probablity distribution.  I will check out your volitility function
> in my spare time.  I, however, am puzzled by the hard coded
> "15.93737745".  Is this some type of annualization coefficient?
>
> Thanks!
> Bob Perry
> San Jose, CA
>
> Thomas Alexander  wrote:
>
> <snip>
> But, there was one great improvement that I found which I coded in
> EasyLang
> that worked well and did impart new information. That was a volatility
> calculation by Rodgers and Satchell using open, high, low and close
> values.
> <snip>
>
> VolatilityOHLC = SquareRoot(Summation(Vara, NmbrDays) / SampleDays) *
> 15.93737745;
> end else
>         VolatilityOHLC = Vlty1Day;