Seasonality: Volatility Day of Week / Month of Year
Definition
The Realized Volatility Seasonality metric provides insights into the average realized volatility of a cryptocurrency over a specified date range, grouped by either the day of the week or the month of the year. This metric allows users to analyze how seasonal patterns might affect market volatility, offering a detailed view of how volatility fluctuates based on temporal factors. By examining these seasonal trends, investors and analysts can better understand potential periods of increased or decreased market activity, aiding in strategic planning and risk management.
Details
Two endpoints are available; one for the day of the week and the other for the month of the year.
Availability
/Seasonality: Volatility Day of Week
/Seasonality: Volatility Month of the Year
| Exchange | Start Date (YYYY-MM-DD) | Granularity |
|---|---|---|
| GDAX | 2016-01-01 | Daily and Monthly |
Frequently Asked Questions
How does the analysis of average realized volatility by day-of-the-week or month-of-year help investors identify and leverage seasonal patterns in cryptocurrency markets?
- This data allows investors and analysts to uncover potential seasonal trends in volatility. By understanding how volatility varies across different days of the week or months of the year, users can gain insights into predictable market behaviors, which can inform trading strategies and risk management decisions.
Updated 4 months ago