Volmex

Introducing Volmex Indicators, Volmex Realized Volatility Indices and Volmex Spot-Volatility Correlation Indices

Volmex Labs -

Today, Volmex Labs 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:

  1. 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: EVRV Index (ETH), BVRV Index (BTC), BNBVRV Index (BNB), XRPVRV Index (XRP), ADAVRV Index (ADA), DOGEVRV Index (DOGE), MATICVRV Index (MATIC), OKBVRV Index (OKB), SOLVRV Index (SOL), SHIBVRV Index (SHIB), DOTVRV Index (DOT), LTCVRV Index (LTC), TRXVRV Index (TRX), AVAXVRV Index (AVAX), UNIVRV Index (UNI), ATOMVRV Index (ATOM), TONVRV Index (TON), LINKVRV Index (LINK), LEOVRV Index (LEO), XMRVRV Index (XMR), ETCVRV Index (ETC), BCHVRV Index (BCH), APTVRV Index (APT), XLM VRV Index (XLM), and LDO VRV Index (LDO)
  • Span: 1 day, 3 days, 1 week, 2 weeks, 1 month, 2 months, and 3 month
  • Methodology: https://volmex.finance/Volmex-Realized-Volatility-Indices.pdf

2. 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 average.

  • Indices Available: EVCORR Index and BVCORR Index
  • Span: 1 day, 3 days, 1 week, 2 weeks, 1 month, 2 months, and 3 month
  • Methodology: https://volmex.finance/VCORR.pdf

Start tracking: https://charts.volmex.finance/

About Volmex

Volmex Labs is the leading builder of crypto volatility indices and products. Volmex is backed by leading crypto investors and traders including Robot Ventures, DWF Labs, CMS Holdings, and more. The Volmex Labs team consists of world-class talent from various crypto and TradFi companies including Staked, IMC Trading, ConsenSys, and more.