Quant.Strategy.Volatility (quant v0.1.0-alpha.1)
Volatility-based trading strategies.
This module implements strategies based on volatility indicators such as Bollinger Bands, ATR-based systems, and volatility breakouts.
Supported Strategies (Future Implementation)
- Bollinger Bands: Mean reversion using standard deviation bands
- ATR Breakout: Average True Range based breakout system
- Volatility Squeeze: Low volatility followed by breakout
Note
This module is a placeholder for future volatility strategy implementations. It will be completed when volatility indicators are added to Quant.Math.
Summary
Functions
Apply volatility indicators (placeholder).
Create a Bollinger Bands strategy (placeholder).
Get indicator columns for volatility strategies (placeholder).
Validate DataFrame for volatility strategies (placeholder).
Functions
@spec apply_indicators(Explorer.DataFrame.t(), map(), keyword()) :: {:ok, Explorer.DataFrame.t()} | {:error, term()}
Apply volatility indicators (placeholder).
Parameters
dataframe- Input DataFramestrategy- Strategy configurationopts- Additional options
Returns
Currently returns the DataFrame unchanged as volatility indicators are not yet implemented in Quant.Math.
Create a Bollinger Bands strategy (placeholder).
This will be implemented when Bollinger Bands are added to Quant.Math.
Parameters
:period- Moving average period (default: 20):std_mult- Standard deviation multiplier (default: 2.0):column- Price column to use (default: :close)
Get indicator columns for volatility strategies (placeholder).
@spec validate_dataframe(Explorer.DataFrame.t(), map()) :: :ok | {:error, term()}
Validate DataFrame for volatility strategies (placeholder).