Derived

These indices correspond to simulated markets where asset prices spike or drop due to news events. Small jumps are quite frequent. However, occasional major spikes or drops occur every 15 minutes on average.

The DEX900UP has frequent small spikes and major drops that occasionally occur every 900 seconds on average.

The DEX900DN has frequent small drops and major spikes that occasionally occur every 900 seconds on average.

These indices correspond to simulated markets with constant volatilities of 10%, 25%, 50%, 75%, 100%, 150%, and 250%.

One tick is generated every two seconds for volatility indices 10, 25, 50, 75, and 100.

One tick is generated every second for volatility indices 10 (1s), 25 (1s), 50 (1s), 75 (1s), 100 (1s), 150 (1s), and 250 (1s).

With these indices, there is an average of one drop (crash) or one spike (boom) in prices that occur in a series of 300, 500, or 1,000 ticks.

These indices correspond to simulated markets with constant volatilities of 10%, 25%, 50%, 75%, and 100%. There is an equal probability of an up or down jump every 20 minutes, on average. The jump size is around 30 times the normal price movement, on average.

With these indices, there is an equal probability of up/down movement in a price series with a fixed step size of 0.1.

These indices fluctuate between two price points (borders), occasionally breaking through the borders to create a new range on average once every 100 or 200 times that they hit the borders.