QuantConnect Lean Algorithmic Trading Engine
Members 
QuantConnect.Securities Namespace : RelativeStandardDeviationVolatilityModel Class
RelativeStandardDeviationVolatilityModel Class
Provides an implementation of IVolatilityModel that computes the relative standard deviation as the volatility of the security
Syntax
public class RelativeStandardDeviationVolatilityModel : IVolatilityModel  
Inheritance Hierarchy

System.Object
   QuantConnect.Securities.RelativeStandardDeviationVolatilityModel

Requirements

Target Platforms: Microsoft .NET 4.5 or Mono 3.10 or above.

See Also