ALPS - Calculation and Use of the Alert for Price Spikes Indicator

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The objective of this guidance note on the Alert for Price Spikes (ALPS) Indicator is to highlight advantages of the indicator for decision making (section 2), to provide an understanding of the methodology behind the construction of the indicator (section 3) and to explain the way to use the indicator (section 4). (April 2014)

ALPS - Calculation and Use of the Alert for Price Spikes Indicator