Notes from The Lab: Forecasting swells with Parkinson Volatility Score
Would have loved to have you digging deeper in the math/timeframe over which you computed the Parkinson index
Thanks JJ, great analogy! Given the macro backdrop driven by the Fed raising rates further and the USD’s rise (suppressing asset prices), I wonder if further downside in crypto is inevitable. I hope I’m wrong… but the Fed is the puppeteer.
Would have loved to have you digging deeper in the math/timeframe over which you computed the Parkinson index
Thanks JJ, great analogy! Given the macro backdrop driven by the Fed raising rates further and the USD’s rise (suppressing asset prices), I wonder if further downside in crypto is inevitable. I hope I’m wrong… but the Fed is the puppeteer.