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Ranker Calc: 20d Forecast Actual Volatility (Earnings Effects Removed)
Last Updated: October 6, 2022

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20d Forecast Actual Volatility (Earnings Effects Removed)

How are Criteria used in the Brutus Ranker?

Criteria are used in the Brutus Options Ranker with an objective specific to your strategy's goal.  The objective can be to minimize, maximize, or target the criterion to a specific value.  The criterion's measure can also be used to filter trades out of your results.  This knowledge-base article gives you a preview of the 20d Forecast Actual Volatility (Earnings Effects Removed) calculation details, but the full details can only be viewed inside the app.
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Ranker Calculation – 20d Forecast Actual Volatility (Earnings Effects Removed)

The forecasted stock volatility for 20 days with earning effects taken out

Scope

Underlying Scoped

Measurement Type

Underlying Collective Options Measure

Membership Access

Premium

How to Use In Your Brutus Options Ranker Strategy

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This knowledge-base article is only a preview of the 20d Forecast Actual Volatility (Earnings Effects Removed) criterion calculation.  View more in the Brutus Options Ranker App.  No registration required.
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