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The Fractal Adaptive Volatility Bands

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The Fractal Adaptive Volatility Bands

Coding the Fractal Adaptive Volatility Bands in Python

Sofien Kaabar, CFA
Jun 5, 2022
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The Fractal Adaptive Volatility Bands

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The great Bollinger Bands are one of the first things we must learn when analyzing time series. This is because of their sound statistical reasoning, their wide adoption across market participants, and their success when deployed in trading strategies. We can also see other variations that resemble the bands in an attempt to enhance it. Th…

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