Volatility Differentials by David Varadi: High/Low vs. Close/Close Volatility
Author: Eugene
Creation Date: 3/29/2011 8:47 AM
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Eugene

#1
Here's a zero-day simple volatility contraction/expansion indicator by David Varadi. Check out his blog post:

Volatility Differentials: High/Low Volatility versus Close/Close Volatility (HLV-CCV)

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