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dist_calc_seq binary jaccard calculation #201

@scilexenko

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@scilexenko

Dear David,

I'm diving into the beta-volatility calculations, and would like to clarify some things. I used dist_calc_seq to calculate the difference in Jaccard dissimilarity between two time points. After some deduction and your function analysis I came up with next formulas :

Image

Can you confirm this is right please ? Or provide your formula for the beta volatility calculation please?

Cheers,
Ivan

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