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alpha_tools/data_sets/dataset/Volatility Data.txt

67 lines
2.0 KiB

数据集: Volatility Data (共 64 条)
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- historical_volatility_10
- historical_volatility_120
- historical_volatility_150
- historical_volatility_180
- historical_volatility_20
- historical_volatility_30
- historical_volatility_60
- historical_volatility_90
- implied_volatility_call_10
- implied_volatility_call_1080
- implied_volatility_call_120
- implied_volatility_call_150
- implied_volatility_call_180
- implied_volatility_call_20
- implied_volatility_call_270
- implied_volatility_call_30
- implied_volatility_call_360
- implied_volatility_call_60
- implied_volatility_call_720
- implied_volatility_call_90
- implied_volatility_mean_10
- implied_volatility_mean_1080
- implied_volatility_mean_120
- implied_volatility_mean_150
- implied_volatility_mean_180
- implied_volatility_mean_20
- implied_volatility_mean_270
- implied_volatility_mean_30
- implied_volatility_mean_360
- implied_volatility_mean_60
- implied_volatility_mean_720
- implied_volatility_mean_90
- implied_volatility_mean_skew_10
- implied_volatility_mean_skew_1080
- implied_volatility_mean_skew_120
- implied_volatility_mean_skew_150
- implied_volatility_mean_skew_180
- implied_volatility_mean_skew_20
- implied_volatility_mean_skew_270
- implied_volatility_mean_skew_30
- implied_volatility_mean_skew_360
- implied_volatility_mean_skew_60
- implied_volatility_mean_skew_720
- implied_volatility_mean_skew_90
- implied_volatility_put_10
- implied_volatility_put_1080
- implied_volatility_put_120
- implied_volatility_put_150
- implied_volatility_put_180
- implied_volatility_put_20
- implied_volatility_put_270
- implied_volatility_put_30
- implied_volatility_put_360
- implied_volatility_put_60
- implied_volatility_put_720
- implied_volatility_put_90
- parkinson_volatility_10
- parkinson_volatility_120
- parkinson_volatility_150
- parkinson_volatility_180
- parkinson_volatility_20
- parkinson_volatility_30
- parkinson_volatility_60
- parkinson_volatility_90