Volmex Labs has announced the launch of Volmex Indicators, a family of useful crypto indicators and metrics for crypto traders and investors.
The first two Volmex Indicators available are the Volmex Realized Volatility Indices, and the Volmex Spot-Volatility Correlation Indices.
The Volmex Realized Volatility Indices track the historical volatility of BTC, ETH, and other major cryptocurrencies. They are calculated every minute as the exponentially-weighted moving average (EMA) of non-overlapping 1-minute squared log-returns. Indices available at launch include EVRV Index (ETH), BVRV Index (BTC), BNBVRV Index (BNB), and more, with 1 day, 3 days, 1 week, 2 weeks, 1 month, 2 months, and 3 months of span.
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The Volmex Spot-Volatility Correlation Indices track the correlation between log-returns of cryptocurrencies and changes in their implied volatilities, calculated every minute and smoothed using exponentially-weighted moving averages. Indices available at launch are EVCORR Index and BVCORR Index with 1 day, 3 days, 1 week, 2 weeks, 1 month, 2 months, and 3 months of span.
“In order to better understand the current state of the crypto markets, we need to know where we are. We have developed Volmex Realized Volatility (VRV) Indices and Volmex Spot-Volatility Correlation (VCORR) Indices to democratize access to these important indicators for trading and risk management purposes. As the Head of Research at Volmex, I strongly recommend crypto enthusiasts to watch these two sets of indicators to be well-informed about the spot and derivatives markets like a pro.”- Kadir Gokhan Babaoglu, Head of Research at Volmex Labs.
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“Volmex Indicators expands the universe of Volmex indices, and provides useful and practical tools for crypto traders and investors to interpret the crypto market. The launch of Volmex Realized Volatility Indices and Volmex Spot-Volatility Correlation Indices is a big milestone for Volmex.”
– Cole Kennelly, Founder & CEO at Volmex Labs.
Volmex Labs’ flagship BVIV and EVIV Indices gauge crypto implied volatility and measure the constant, 30-day expected volatility of the Bitcoin and Ethereum respectively, derived from real-time crypto call and put options. Volmex also builds a suite of products around the Volmex Implied Volatility Indices, which make the indices tradable and investable for hedging, speculating, and diversification.
Volmex Labs is backed by leading crypto investors and trading shops including Robot Ventures, CMS Holdings, IOSG Ventures, and more.
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