This is a trading item or a component that was created using QuantShare by one of our members.
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This has been suggested and provided on the Quantshare forum but not uploaded as an indicator/ function (that I can find) Credit: Allan Nathan.
Default is for month (21) and annualized value.
Historical Volatility reflects the past price movements of the underlying. Historical volatility is also referred to as the asset's actual or realized (observed) volatility.
When comparing the results to those calculated by Excel and also TOS the values are similar - but none of them are exactly the same. This is likely due to differences in the STD and LOG math library functions.
Example use:
a = HV(21, "Year");
Plot(a, "HV", colorBlack, chartLine, StyleSymbolNone);
Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.
