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SOLUTIONS
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MATHEMATICA INDICATOR
RelativeVolatilityIndex
Commonly abbreviated as RVI.
Is a volatility indicator.
Was developed by Donald Dorsey.
Is computed using the high and low prices.
Returns one time series, which is ratios of 10-period standard deviations for highs and lows rescaled to be between 0 and 100.
FinancialIndicator["RelativeVolatilityIndex", n] uses a period-n standard deviation.
The first value in the time series occurs after n periods.
Is a volatility indicator.
Was developed by Donald Dorsey.
Is computed using the high and low prices.
Returns one time series, which is ratios of 10-period standard deviations for highs and lows rescaled to be between 0 and 100.
FinancialIndicator["RelativeVolatilityIndex", n] uses a period-n standard deviation.
The first value in the time series occurs after n periods.
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