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A robust volatility estimator that integrates intra-candle and inter-candle price dynamics, measuring market fluctuations using open, high, low, and close prices with advanced statistical weighting.
The Parkinson's Volatility Estimator measures market volatility by analyzing price range using logarithmic high-to-low ratios, providing a comprehensive view of price movements.
Fractional differentiation is an advanced mathematical technique that reveals hidden market patterns by adjusting the differentiation order to balance signal clarity and data memory.
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