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A quick indicator in response to the product released on May 11th from BitMEX - a Daily settled volatility index for bitcoin!
www.bitmex.com/register/z7QCSu
uses BVOL calculation from www.bitmex.com/app/index/.BVOL24H:
P = Bitfinex Last Price (taken at 5 minute intervals)
Stdev = Sample Standard Deviation
Ln = Natural Logarithm
Sqrt = Square Root
.BVOL Index = Stdev(Ln(P1/P0), Ln(P2/P1), ..., Ln(P288/P287))
* Sqrt(288)
A quick indicator in response to the product released on May 11th from BitMEX - a Daily settled volatility index for bitcoin!
www.bitmex.com/register/z7QCSu
uses BVOL calculation from www.bitmex.com/app/index/.BVOL24H:
P = Bitfinex Last Price (taken at 5 minute intervals)
Stdev = Sample Standard Deviation
Ln = Natural Logarithm
Sqrt = Square Root
.BVOL Index = Stdev(Ln(P1/P0), Ln(P2/P1), ..., Ln(P288/P287))
* Sqrt(288)