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7:39 PM · May 11, 2020Twitter Web App

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🔥 time for the shakeout

八咫烏.chz【Yatagarasu 】Crypto Asset Investor

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#BTC 🌕→🌓　👏

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(1/2)^3

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1/4=1$

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Ah I think this is the weird sqrt(pi/2) factor. In math terms--stdev = sqrt(pi/2) * EV(absdev) In English--volatility is about 1.25 times the expected absolute (linear) BTC move. (Vol is sqrt(sumsq(moves)), so it upweights big moves relative to linear average.)