Module 1 · Lesson 3 · 9 min

Gate 2: Liquidity, Vol, Amihud

What you'll be able to do

  • Calculate Amihud's illiquidity ratio as the mean of daily ratios, and spot the ratio-of-means error.
  • Annualise daily volatility with √365 and check it against a band.
  • Apply this course's three Gate 2 screens to a leg using training data only.

This course is for members.

The DeFi University membership on Skool opens all 31 courses here, plus the live calls and community. Private coaching clients have access too.