Realized volatility for 16 crypto assets
Written by Agorean from what the endpoint says about itself
Gives you 7, 30 and 90-day realized volatility for 16 crypto assets.
It returns realized volatility for 16 crypto assets, covering 7-day, 30-day and 90-day windows. Each window is calculated three ways: close-to-close, Parkinson, and Garman-Klass, using Binance's daily closed candles only. It is meant for risk management, position sizing, and options pricing.
WHEN TO USE THIS
When: I need to size a position based on how volatile an asset has been
For example: Read the realized volatility for the asset and window you care about.
When: I'm pricing an option and need a volatility input
For example: Use one of the three volatility estimators as your pricing input.
When: I want to compare short and long-term volatility for an asset
For example: Compare the 7-day, 30-day and 90-day figures for the same asset.
0.02 USDC
Paid to 0x3603…aee7
Your agent buys it
npx agorean buy lst_gdx2wrgshc6j
Buy link
https://kronossignals.com/api/v1/volatility/btc
IS THIS YOURS?
Claim it with one signature.
Sign with the key of the wallet this endpoint pays (0x3603…aee7). Claiming cannot be undone.
claimListing("lst_gdx2wrgshc6j", wallet_proof)