OPEN-SOURCE SCRIPT

CV_VWAP_GME

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Coefficient of variance GME ‰

Gray area: Regional price variance of GME in per milles
Light gray thick line: NYSE:GME deviation from global mean

1. Select a chart 24-hour ticker like FX_IDC:USDEUR
2. Select a timescale (5 min, 15 min, ...)
3. Monitor the regional price variance

Exchanges included: NYSE, XETR, BMV, FWB, SWB, BITTREX, FTX
Currency conversion: Forex

Adapted from Detecting the great short squeeze on Volkswagen, Godfrey, K. (2016, February 18).
릴리즈 노트
version=5

Coefficient of variation GME ‰

Gray area: Regional price variance of GME
Light gray thick line: NYSE:GME deviation from global mean

1. Select a chart 24-hour ticker like FX_IDC:USDEUR
2. Select a timescale (5 min, 15 min, ...)
3. Monitor the regional price variance

Exchanges included: NYSE, XETR, BMV, FWB, SWB, MUN, PYTH, LSIN,
CAPITALCOM (CFD), BIVA, BER, HAM, DUS, VIE,
BX, TRADEGATE, MIL

Currency conversion: Forex

Adapted from Detecting the great short squeeze on Volkswagen
sciencedirect.com/science/article/pii/S0927538X16300075
릴리즈 노트
Coefficient of variation GME ‰

Gray area: Regional price variance of GME
Light gray thick line: NYSE:GME deviation from global mean

1. Select a chart 24-hour ticker like FX_IDC:USDEUR
2. Select a timescale (5 min, 15 min, ...)
3. Monitor the regional price variance

Exchanges included: NYSE, XETR, BMV, FWB, SWB, MUN, PYTH, LSIN,
CAPITALCOM (CFD), BIVA, BER, HAM, DUS, VIE,
BX, TRADEGATE, MIL

Currency conversion: Forex

Adapted from Detecting the great short squeeze on Volkswagen
sciencedirect.com/science/article/pii/S0927538X16300075
arbitrageStandard DeviationStandard Deviation (Volatility)varianceVolatilityVolume Weighted Moving Average (VWMA)

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