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Scripts

SKEW

Trading Ideas 22 Educational Ideas 2
Scripts 6

Indicators, Strategies and Libraries

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All Types
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Top authors: SKEW
SegaRKO
SegaRKO
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Implied Volatility Suite
IN1!: Implied Volatility Suite
SegaRKO SegaRKO

This is an updated, more robust, and open source version of my 2 previous scripts : "Implied Volatility Rank & Model-Free IVR" and "IV Rank & IV Percentile". This specific script provides you with 4 different types of volatility data: 1)Implied volatility, 2) Implied Volatility Rank, 3)Implied Volatility Percentile, 4)Skew Index. 1) Implied Volatility is the...

1560
25
Moments (Mean,Variance,Skewness,Kurtosis) [pig]
SPX500USD: Moments (Mean,Variance,Skewness,Kurtosis) [pig]
balipour balipour Premium

Moments describe the shape features of a distribution. There are four essential Moments: Mean, Variance, Skewness, Kurtosis . The Moments of returns can provide a comprehensive view of the tendency, volatility , and risk of the market . It's important for traders to know these statistical properties of the instrument before trading them. █ OVERVIEW The...

1679
72
Volatility Skew
SPX500USD: Volatility Skew
jwammo12 jwammo12 Premium

This indicator measure the historical skew of actual volatility for an individual security. It measure the volatility of up moves versus down moves over the period and gives a ratio. When the indicator is greater than one, it indicators that volatility is greater to the upside, when it is below 1 it indicates that volatility is skewed to the downside. This is...

215
4
Expected Range and Skew
YM1!: Expected Range and Skew
SegaRKO SegaRKO

This is an open source and updated version of my previous "Confidence Interval" script. This script provides you with the expected range over a given time period in the future and the skew of that range. For example, if you wanted to know the expected 1 standard deviation range of MSFT over the next 20 days, this will tell you that. Additionally, this script will...

172
3
Skew Index Rank-Buschi
SPX: Skew Index Rank-Buschi
MagicEins MagicEins Premium

English: a quick and simple tampering with the SKEW Index (also known as the "Black Swan Index") Personally, I find it quite difficult to use the SKEW Index as a reliable indicator. Nevertheless I implemented a ranking system (from 0 to 100) with the option to include a certain time period (default: 252 trading days (units)) and a moving average (default: 21...

252
2
Rolling Skew (Returns) - Beasley Savage
BNBUSDT: Rolling Skew (Returns) - Beasley Savage
BeasleySavage BeasleySavage

Skewness is a term in statistics used to describe asymmetry from the normal distribution in a set of statistical data. Skewness can come in the form of negative skewness or positive skewness, depending on whether data points are skewed to the left and negative, or to the right and positive of the data average. A dataset that shows this characteristic differs from...

32
1

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