Price Volatility

Description

Price volatility is used to describe price fluctuations of an asset.

If we use $\mu$ and $\sigma$ to denote mean and standard deviation of asset prices, then we define Price Volatility as:

Price volatility metrics are available for 4 different time periods

• price_volatility_1d - Price volatility for the last day
• price_volatility_1w - Price volatility for the last 7 days
• price_volatility_2w - Price volatility for the last 14 days
• price_volatility_4w - Price volatility for the last 28 days

Examples of use cases:

• Traders seek volatile assets because they move more quickly and have larger price changes. Those price changes are both upward and downward. Keeping this in mind, a trader needs effective risk management in order to trade volatile assets profitably.
• On the other hand, some traders seek exposure to the assets that are the least volatile, and they might use this metric to identify those assets.

Access

Free Access

Measuring Unit

Volatility

Data Type

Timeseries Data

Frequency

Five-minute Intervals

Latency

Price Latency

Available Assets

Available for these assets

Note: All metrics are available for the same set of assets

SanAPI

Available under names: price_volatility_1d, price_volatility_1w, price_volatility_2w and price_volatility_4w

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{
  getMetric(metric: "price_volatility_1d"){
    timeseriesData(
      slug: "santiment"
      from: "2022-11-01T00:00:00Z"
      to: "2022-11-03T00:00:00Z"
      interval: "5m"){
        datetime
        value
      }
  }
}

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