FTB-C000481 / Statistical method

Rolling Population Standard Deviation

Rolling Population Standard Deviation is the nonnegative square root of rolling population variance.

Also known aspopulation rolling stddevpopulation sigma

Definitions

In plain terms

It measures dispersion in the same units as the input series and supplies the distance scale for this project's Bollinger Bands.

Technical

The D07 contract applies it to the same n current-inclusive closes as the middle-band SMA and permits a legitimate zero value.

Scope

The word population describes the denominator convention here; it does not claim the price window is a statistical population for inference.

Formula

Population standard deviation = square root of population variance
LaTeX: \sigma=\sqrt{\frac{1}{n}\sum_{i=1}^{n}(x_i-\bar{x})^2}
SymbolMeaningUnit
x_iwindow value iinput units
bar{x}window arithmetic meaninput units
nwindow countobservations

Output unit: input units

Examples

  • A reviewer traces Rolling Population Standard Deviation from aligned inputs through its first-ready row and edge cases before accepting a displayed value.

Common misconceptions

  • The word population describes the denominator convention here; it does not claim the price window is a statistical population for inference.

Concept relationships

Where this concept is used

Evidence and governance

  1. TA-Lib Bollinger Bands TA-Lib · first party technical publication

    Supports: preferred label, short definition, technical definition, formula

    Limits: TA-Lib permits moving-average variants beyond the local close-SMA and population-deviation contract.

  2. Measures of Scale NIST/SEMATECH · official standard

    Supports: preferred label, short definition, technical definition, formula

    Limits: The statistical reference does not define Bollinger Bands or validate financial forecasts from price dispersion.

Reviewed by
fintech-builder-batch-009
Last reviewed
2026-07-30
Next review
2027-07-30
Record status
published