Link gamma scalping glossary entry from recipe#395
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…volatility - New recipe: log returns (Math Utilities) with tick-by-tick and sampled examples - New recipe: gamma scalping signal (Market Microstructure) with vol-spread ratio - Add fx_trades variant to realized volatility recipe - Update cookbook index and sidebar entries
- Fix vol-spread ratio unit mismatch by normalizing spread to relative terms - Add ECN filter to tick-by-tick log returns to avoid cross-venue artifacts - Add microstructure noise warning for tick-level returns - Fix symmetry claim with concrete numeric example - Change FX annualization from 252 to 260 (weekdays/year) - Add population vs sample variance note - Explain differing window lengths between realized vol variants - Tone down theta decay claim in gamma scalping recipe - Add PARTITION BY symbol consistently across all window functions
- Fix "hourly" to "daily" vol description in gamma scalping (factor 1440 = minutes/day) - Add named WINDOW clause to realized volatility (both queries) - Align main realized vol lookback with market_data_ohlc_15m TTL (2d)
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Add link to the gamma scalping strategies glossary page in the recipe intro.