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I have a lot of financial instruments and I need to rank them based on price movement "stability", i.e. instruments with with big outliers will have lowest ranks and instruments with stable and consistent moves - highest ranks. To solve this issue i use Arithmetic Mean to Standard Deviation ratio for every instrument and sort them by this ratio. But there are problem: this method works rough and some "bad" instruments have higher ranks than "good" instruments.

For data points I use ln(High / Low) and period is 750 data points for every instrument.

Is there are different approaches for ranking?

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