**ATR (average true range):** a volatility measure, taking into account any gaps in price movement. The ATR calculation is based on 14 periods, which can be intraday, daily, weekly, or monthly.

**Intra-day range:** the trading band from high to low for an asset throughout a trading day.

**Close to close range:** the trading band from high to low for an asset from one closing period to the next.

**Overnight range (Jump Risk):** the risk of price moves when the exchanges are closed, and executing a buy or sell order is impossible. Also, a measure of the price movement of an asset from the close the previous day to the opening the following day.

**Moving Average: **the average change in a data or price series over time that smooths price data by continuously updating average prices.

**PE Ratio:** the ratio for valuing a company that measures the current share price relative to its earnings per share (EPS)

**Market Cap:** the market value of a publicly-traded company’s outstanding shares (the number of shares multiplied by the share price).

**Dividend Yield:** the dividend per share divided by the price per share or the total annual dividend payments divided by the market capitalization (market cap) expressed as a percentage.

**Ex-Div Date:** the day a stock begins trading without the subsequent dividend value. Legally, the ex-dividend date is one business day before the dividend record date.

**Beta:** a method of measuring a stock’s volatility compared with the overall market’s volatility. The market has a beta of 1. Stocks with a value greater than 1 are more volatile than the overall market, and a beta below 1 reflects stocks that are less volatile than the overall market.

**EPS (earnings per share):** a metric describing a public company’s profit per outstanding share of stock, calculated quarterly or annually. EPS= a company’s quarterly or annual net income divided by the number of outstanding shares.

**Div. Yield:** a financial ratio that indicates the percentage of a company’s share price that it pays shareholders in dividends each year.

**Div. Rate:** the percentage that indicates how much a company pays shareholders in dividends each year based on its stock price.

**Historical Volatility (underlying):** a metric that defines price variance or dispersion of returns for an asset over a period, calculated by determining the average deviation from the average price over a period.

**Implied Volatility:** the market’s consensus forecast of futures price variance. The chief determinant of call and put option values.

**Forecast Volatility: **volatility models are used to forecast the absolute magnitude of returns and predict quantiles, or density of returns.

**Realized Volatility:** the sum of the squared returns for a particular month or period, yielding a measure of price variance for the period.

** Moving Averages:**

- Simple: calculated by adding recent prices and dividing the sum by the number of periods in the series.
- Exponential: a weighted moving average that places a greater weighting on the most recent data points. Exponential moving averages react faster to price changes than simple moving averages.
- Double Exponential: a weighted moving average that places even greater weighting than an exponential moving average, reducing lag as moving averages are a backward-looking indicator.
- Kaufman Adaptive MA (KAMA): a moving average designed to account for market noise or volatility. KAMA closely follows prices when the price swings are relatively small with low noise or whipsaw. A declining KAMA indicates a downtrend, while an ascending KAMA points to an uptrend in prices.
- Mesa Adaptive MA: a trend-following indicator that adapts to price movement based on the rate of change of the phase measured by the Hilbert Transform Discriminator, a technique that obtains the minimum-phase response, acting as an all-pass filter.
- Triple Exponential MA: a moving average that smooths price fluctuations, reduces lag, and reacts faster on more current prices than exponential or double exponential moving averages.
- Triangular MA (Trima): the sum of the price of an asset over a specified number of data points, usually a number of price bars, placing weight on the middle prices of the period or series.
- Weighted MA: a moving average that puts more weight on recent price data and less on past price data.