ATR Analysis (平均真实波幅分析)¶
Average True Range — a volatility measurement tool used for assessing the strength/weakness of trading products.
Implementation Plan¶
- chen-yi tasked with building Excel/Python tool
- Cover crude oil and downstream products
- Include 60-minute weighted index ATR
- Daily updates for real-time strength assessment
- Due by weekend of 2026-03-15/16
Application¶
- Quantitative input for trading-core strategy
- Helps determine capital allocation across products (strong vs. weak)