Package com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility

package com.wualabs.qtsurfer.engine.indicators.statistics.pro.volatility

Volatility estimators.

Range-based and return-based volatility models: EWMA, Garman-Klass, Parkinson, Realized, Rogers-Satchell, and Yang-Zhang estimators.

Related Packages

Package	Description
com.wualabs.qtsurfer.engine.indicators.statistics.pro	Pro statistical indicators.
com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios	Risk-adjusted performance ratios.

Classes

Class	Description
EwmaVolatilityRTIndicator	EWMA (Exponentially Weighted Moving Average) Volatility with O(1) per-tick updates.
GarmanKlassVolatilityRTIndicator	Garman-Klass Volatility estimator with O(1) per-tick updates.
ParkinsonVolatilityRTIndicator	Parkinson Volatility estimator with O(1) per-tick updates.
RealizedVolatilityRTIndicator	Rolling Realized Volatility with O(1) per-tick updates.
RogersSatchellVolatilityRTIndicator	Rogers-Satchell Volatility estimator with O(1) per-tick updates.
YangZhangVolatilityRTIndicator	Yang-Zhang Volatility estimator with O(1) per-tick updates.