Variance

Definition

Standard deviation without the square root, measuring the squared amplitude of fluctuation.

Boundary

Its unit is price squared, which is unintuitive, and it is sensitive to outliers.

Role distribution

Market regimes

Common parameters

No parameter samples.

Frequent co-occurrence

• False Signal2
• Standard Deviation2
• Stop Loss2
• Breakout1
• CCI1
• Hedge1
• MACD1
• Momentum1
• On-Balance Volume1
• Relative Strength Index1

Semantic relations

• Basis ← Standard DeviationVariance is the square of standard deviation.

Evidence strategies

• 基于方差和移动平均线的波动幅度策略-Variance-and-Moving-Averages-Based-Volatility-StrategyFilter
• 帕拉波尔振荡器寻找高点低点策略Parabola-Oscillator-Seeking-Highs-and-Lows-StrategyFilterInferred
• 基于交易量强弱的趋势跟踪策略Volume-Flow-Indicator-Based-Trend-Following-StrategyFilterInferred
• 多时间框架自适应追踪止损策略Multi-timeframe-Adaptive-Tracking-Stop-Loss-StrategyFilterInferred
• 双cci量化策略Dual-CCI-Quantitative-StrategyFilterInferred
• 均线加权标准差交易策略Weighted-Standard-Deviation-Trading-StrategyFilterInferred
• 4小时CCI反转策略4-Hour-CCI-Reversal-StrategyFilterInferred
• 基于卡尔曼滤波和均值回归的量化交易策略Transitive-Ratio-Trading-Strategy-Based-on-Kalman-Filter-and-Mean-ReversionRisk controlInferred
• 方差反转交易策略Variance-Reversion-Trading-StrategyFilterInferred
• 突破通道趋势追踪策略Trend-Tracking-Strategy-Based-on-Channel-BreakoutsContextInferred
• 多重趋势线突破交叉量化策略-Multi-Trendline-Breakout-Momentum-Quantitative-StrategyContextInferred

Corpus quotes