OHLC-based volatility estimators for financial time series
Project description
volstats is a lightweight Python library that provides classic and advanced OHLC-based volatility estimators for financial time series.
Features
- Close-to-Close
- Parkinson
- Rogers-Satchell
- Garman-Klass
- Yang-Zhang
- GKYZ (Hybrid)
- EWMA (Exponential)
Installation
pip install volstats
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