Hi All,

I've been wondering if there is any good indicators or some kind of measurement/index that gives an indication of how volatile the price of a commodity/stock/currency is based on some period of time other than basic statistical calculations.

I came across things like Sharpe ratio and the more intuitive Modigliani–Modigliani measure which look at the reward-to-variability ratio, which I think might be interesting to look at for Bitcoin.

I'm fairly ignorant of such financial indicators and formulae - so I guess I'm interested in whether anyone out there is looking at such things and whether they are appropriate in regards to Bitcoin.

Thanks in advance for any replies.