Fractal Volatility through Variation Index
- Downloads:
- Views:
- Rating:

[VINDX FRACDIM V_SIGMA COVERSIZE] = varIndx(LOW,HIGH)
LOW is a column vector of the lowest price in the bar (second, minute,
etc).
HIGH is a column vector of the highest price in the bar.
VINDX is the variation index of the data.
FRACDIM is the fractal dimension of the data.
V_SIGMA is the variation with interval size sigma.
SIGMA is the actual interval size. Units of sigma is index.
A minimum of 128 datapoints are recommended for best results.
Implements method outlined in this paper: http://spkurdyumov.narod.ru/Dubovikov1.pdf
The variation index method is much more efficient than box counting.
Free download from Shareware Connection - [VINDX FRACDIM V_SIGMA COVERSIZE] = varIndx(LOW,HIGH) LOW is a column vector of the lowest price in the bar (second, minute, etc). HIGH is a column vector of the highest price in the bar. VINDX is the variation index of the data.
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 27-05-2013 | Rating: 0 | Title: Fractal Volatility through Variation Index
Author Url: http://www.luckhan.com
Program Info Url: http://www.luckhan.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/32399/1/varIndx.zip
Matrix Calculator Pro - " Matrix calculator Pro " is a practical math tool to calculator matrice. As you see, it's easy, various, and effectual.
MDI Viewer - A MDI Viewer to view or convert mdi files, tiff files or other images to a single pdf document, Text file or image formats like jpg, bmp, tif and png.
Power Web2Pic - "Power Web2Pic" is an useful website conversion tool as well as a rapid Multi-page browser. It allows you to save web pages or other files in your PC as jpg, gif, png or bmp files with four models.
Batch Office to PDF Pro - Batch Office to PDF Pro is a windows utility that batch convert Office files to pdf documents. With Batch Office to PDF Pro users can convert Office to PDF in batches.
Batch Office to Image Pro - Batch Office to Image Pro is a windows utility that batchly convert Microsoft Office documents to Image documents. With Office to Image Pro users can convert Office to Image as *.jpg, *.png and *.bmp in batches.
SimpleTest
WordPress Auto Poster Plugin
Professional Simulink Audio Equalizer
PHP Print / Echo
Ends Smart Form
Output buffering, and how it can change your life
ScriptCase - PHP Code Generator
Advanced Istaller for Java
Wind Turbine Model
FORMfields - The PHP Framework
C to C++ Converter
C++ Compiler
RTFGen - the PHP RTF generator
Cumulative Mann-Kendall trend test
Fractal Volatility of Financial Time Series - [DIMENSION STANDARD_DEV] = fractalvol(DATA) calculates the fractal dimension of the 1 dimensional random walk, DATA
Qsel - Switch to other launcher windows through category index (click on title button), or through special Icons.
Body Mass & Weight Index(BMI) - Body Mass And Weight IndexesFree body mass and weight(BMI) calculator application.This application shows your BMI index and gives some suggestions.Calculates results for male and female values separately.FREE! No Ads or in app ...
LifeSpark - Now with a motivational Quote of the Day!Not another day, not another day... Need a spark for another day? This free app has hundreds of inspirational quotes to get you through the day, and provides a ticking clock that is counting down the ...
Amazing Fractal Realms Screensaver - Fractals are especially used in computer modeling of irregular patterns and
Shareware Connection periodically updates pricing and software information of 'Fractal Volatility through Variation Index' from company source 'Han' , so some information may be slightly out-of-date. You should confirm all information before relying on it. Software piracy is theft, Using 'Fractal Volatility through Variation Index' crack, password, serial numbers, registration codes, key generators is illegal and prevent future development of Fractal Volatility through Variation Index.
LogmeOnce Password Manager Ultimate - Irrespective of your computer and web usage needs it is quite imperative that you will deal with passwords, in fact plenty of them. Both home and corporate network users need to log in to several web services and sites and for each of them, user ...
Avira Ultimate Protection Suite - With time the importance of PC security has gone up by leaps and bounds. Earlier, people used to rely on standalone antivirus software. However, security conscious users prefer having a more robust form of protection. They opt for Internet ...
Focus One Mind - Technology has made life easier for humans beyond doubt but it comes with the downfalls too. The web serves as the source of entertainment, income and resource for several things for most people. However, the internet can also become a source of ...
MAGIX Video easy - Editing videos was a complicated task even a few years back and it was restricted to studios and post production areas in general. However, advancements in computer technology and advent of numerous portable video capture devices have made things ...
PCMark 8 - Not every PC user would have penchant for running new benchmarks and benchmarking software in their computers. It is only hardcore gamers and seasoned users who like tinkering around with various settings in PC benchmarking tools. Such apps also ...
Backup Dwarf Home Edition - Making backups of data and media content has become extremely important for computer users nowadays. Owing to hardware failure, you may end up losing gigabytes of precious data. Besides, you may not want to leave sensitive data accessible to all ...
PureSync Personal - When you use computers, there is no way you can escape using specialized third party software. These need to be used for various needs including office productivity, web access, taking back-up and ensuring proper synchronization across multiple ...
Stellar Insta Backup - Data Backup Software - Taking backup of data stored in your PC is quite essential these days, given the fact average PC users deal with tons of data and hardware failure or OS corruption can happen. However, it is also necessary that you pick the right software for ...
CleanMyDrive - PC experts unanimously agree that using Macs tend to be a smoother and faster experience than running Windows based PCs but the Apple laptops and desktops also need maintenance and performance tweaking, occasionally. Regular web browsing, ...
Norton Zone - With a lot of your data being stored in some cloud service or other, it becomes necessary after a point to zero in on any one service rather than using many at the same time. As it is, major software companies are resorting to cloud based service ...


