Methodology

Transparency over hype — what the numbers are and what they are not.

Data sources

  • Realized vol (RV): Duka historical tick/bar data, aggregated to daily RV per currency.
  • Implied vol (IV): Saxo broker options surface (simulation where noted in PoC).

Update cadence

Batch refresh after the daily snapshot — target publish around end of FX day (CET). Check status for last successful run.

Limitations

  • Not investment advice; past vol regimes do not guarantee future outcomes.
  • IV may be simulated or delayed depending on broker API availability.
  • Short IV history reduces confidence — history charts unlock after sufficient days.

Version

Current gate export version: 0.1.0-poc