POportfoliooptimizer
Assets / Volatility Estimation

Rogers-Satchell Volatility

Compute the Rogers-Satchell volatility of an asset over a time given period, using open, high, low and close prices.

References

post/assets/volatility/estimation/rogers-satchell

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/assets/volatility/estimation/rogers-satchell
  • Auth
    API key in header X-API-Key

Request body

Response

OK

Changes

No recorded changes to this operation across all 22 revisions of this API.