๐ Volatility-Based Supply and Demand Levels ๐
The ideas presented in this app are based on the research paper Supply and Demand Levels Forecasting Based on Returns Volatility,authored by Leandro Guerra.
In the Kaggle Notebook, Volatility-Based Supply & Demand Levels Forecasting, you can read further on how these supply and demand levels are calculated.
Intructions
Enter the ticker of a security as it is displayed on Yahoo Finance. Then inform a year of reference.
The supply and demand levels are forecastings for the following year. If you inform 2022 as input, the plot will contain the forecastings for 2023.
โข Dot lines represent one standard deviation (68.7% probability).
โข Dash lines represent two standard deviations (95.4% probability).
โข Dash and dot lines represent three standard deviations (99.7% probability).