OPEN-SOURCE SCRIPT
Synthetic VIX _v3
Updated
The measure of idiosyncratic risk for single stock or portfolio
Release Notes
The measure of systematic risk for portfolio.Open-source script
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.
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