Article Archive For Keyword:
Volatility
A Confluence of Uncertainty and Volatility
ARTICLE SYNOPSIS...The US$ is falling like a stone. The Gold price is going through the roof. Alan Greenspan appears on CNBC and tells everyone in a language few can understand, that the US economy will be fine. The Dow, S&P500 and Nasdaq move sideways...
AUTHOR: Koos van der MerweDATE: MAY 2003
AUTHOR: David S. LandryDATE: JUL 1998
Adapting Moving Averages To Market Volatility by Tushar S. Chande, Ph.D.
ARTICLE SYNOPSIS...Adapting Moving Averages To Market Volatility
by Tushar S. Chande, Ph.D.
If a market is active, it has volatility: that cannot be avoided. And because the market is continuously
changing, an indicator that attempts to predict market activity must itself
AUTHOR: Tushar S. Chande, Ph.D.DATE: MAR 1992
AUTHOR: Mike Carr, CMTDATE: MAR 2011
AUTHOR: Stella Osoba, CMTDATE: JAN 2015
AUTHOR: David PennDATE: JUL 2001
AUTHOR: Mike Carr, CMTDATE: FEB 2008
AUTHOR: Arthur HillDATE: DEC 2008
Comparing Market And Volatility Index Momentums, Part 3
ARTICLE SYNOPSIS...In part 1, we looked at using a momentum oscillator to compare the momentums of two markets for insights into those markets. In part 2, we looked at comparing the momentums of different stock market indexes. In this third and final part, we look at compa
AUTHOR: Vitali ApirineDATE: OCT 2020
Cycles, Volatility, And Chart Formations by Daniel L. Chesler, CTA, CMT
ARTICLE SYNOPSIS...Cycles, Volatility, And Chart Formations by Daniel L. Chesler, CTA, CMT
Understanding the building blocks of classical chart patterns
can improve your analysis and trading results. Here's how.
A nyone who has studied or traded with classical
chart patt
AUTHOR: Daniel L. Chesler, CTA, CMTDATE: JUL 2003
AUTHOR: Ken CalhounDATE: JUN 2012
Daytrading With Volatility by Mark Hodge
AUTHOR: Mark HodgeDATE: JUN 2010
AUTHOR: Chaitali MohileDATE: MAR 2011
AUTHOR: Paolo PezzuttiDATE: OCT 2002
AUTHOR: Chaitali MohileDATE: DEC 2011
AUTHOR: Norman J. BrownDATE: DEC 2014
AUTHOR: Andrea UngerDATE: OCT 2023
Fibonacci, Elliott And Volatility by Paul G. Williams
ARTICLE SYNOPSIS...Fibonacci, Elliott And Volatility by Paul G. Williams
Suppose we could chart volatility just as we chart conventional prices. Then we could use Elliott wave analysis, Fibonacci characteristics and cycle techniques to forecast greater or lesser volatilit
AUTHOR: Paul G. WilliamsDATE: SEP 1990
AUTHOR: Ken CalhounDATE: OCT 2007
AUTHOR: Frederic RuffyDATE: MAY 2004
AUTHOR: Mark G. LeveyDATE: MAY 2000
AUTHOR: Donald W. Pendergast, Jr.DATE: DEC 2008
AUTHOR: Laurence A. Connors and Linda Bradford RaschkeDATE: AUG 1996
AUTHOR: Andrew SachaisDATE: MAR 2018
Interview: Options Volatility With Lawrence McMillan by Jayanthi Gopalakrishnan
ARTICLE SYNOPSIS...Interview: Options Volatility With Lawrence McMillan by Jayanthi Gopalakrishnan
Lawrence McMillan's interest in the options business started
in 1973, when the first listed option started trading. He has
written two best-selling books on options, includi
AUTHOR: Jayanthi GopalakrishnanDATE: FEB 2002
AUTHOR: Jayanthi GopalakrishnanDATE: JUN 2019
AUTHOR: Matt BlackmanDATE: MAY 2013
AUTHOR: Chris LindgrenDATE: AUG 2015
AUTHOR: Kevin HopsonDATE: MAR 2005
AUTHOR: Ron McEwanDATE: Bonus Issue 2013
AUTHOR: Koos van der MerweDATE: MAR 2008
Market Volatility and the INDU
ARTICLE SYNOPSIS...On Friday, August 25, 2022, the Dow Jones Industrial Average (INDU) dropped a whopping 1000 points. This was a direct reaction to Jeremy Powell, the Chairman of the Federal Reserve's hawkish stance on interest rates.
AUTHOR: Stella Osoba, CMTDATE: OCT 2022
AUTHOR: Jean-Olivier Fraisse, C.F.A.DATE: OCT 1990
AUTHOR: Massimiliano ScorpioDATE: JAN 2015
AUTHOR: S. Jack KarczewskiDATE: APR 1995
AUTHOR: Walter T. Downs, Ph.D.DATE: JUN 1998
Normalized Volatility Indicator
AUTHOR: Rajesh KayakkalDATE: AUG 2010
AUTHOR: Ahmet Tezel, Ph.D., and Suzan Koknar-Tezel, M.S.DATE: OCT 1997
Option Volatility Surges In TNA
ARTICLE SYNOPSIS...When markets drop hard and fast, option volatilities can rise dramatically, and right now, option premiums are some of the fattest available since the market volatility of 2007 to 2009.
AUTHOR: Donald W. Pendergast, Jr.DATE: MAY 2010
Persistent Option Volatility by Roger Ison, Ph.D.
ARTICLE SYNOPSIS...Stocks & Commodities V. 23:8 (14-20): Persistent Option Volatility by Roger Ison, Ph.D.
Do you really understand what your options model is
doing? Let's find out.
If you trade options, you know that mathematical
option models are essential tools and, g
AUTHOR: Roger Ison, Ph.D.DATE: AUG 2005
AUTHOR: Lisa ErdmierDATE: MAY 2005
Price path: a new volatility measure by Joanne Hill, Ph.D. and Matthew Celebuski
ARTICLE SYNOPSIS...Price path: a new volatility measure
by Joanne Hill, Ph.D. and Matthew Celebuski
Many trading strategies rely on market levels or changes in those levels for allocation among asset
classes. In an option replication program, such as portfolio insurance,
AUTHOR: Joanne Hill, Ph.D. and Matthew CelebuskiDATE: DEC 1988
Product Review: The Volatility Primer by Dennis D. Peterson
AUTHOR: Dennis D. PetersonDATE: 2004
AUTHOR: C.A. Kase, C.T.A.DATE: OCT 1993
AUTHOR: Mark WolfingerDATE: JUN 2003
Refining the Relative Volatility Index by Donald Dorsey
ARTICLE SYNOPSIS...TRADING TECHNIQUES Refining The Relative
Volatility Index by Donald Dorsey
The relative volatility index was designed to measure the direction of volatilty. Since it was first introduced, however, its developer has not simply rested on his
laurels; her
AUTHOR: Donald DorseyDATE: SEP 1995
AUTHOR: Arthur HillDATE: JAN 2007
AUTHOR: Alfred Francois TagherDATE: MAY 2023
AUTHOR: Technical Analysis, Inc.DATE: AUG 1996
SIDEBAR: RELATIVE VOLATILITY INDEX by Technical Analysis, Inc.
ARTICLE SYNOPSIS...RELATIVE VOLATILITY INDEX by Technical Analysis, Inc.
The relative volatility index (RVI) is a modified form of the relative strength index (RSI). The original RSI
calculation separates one-day net changes into positive closes and negative closes, then
AUTHOR: Technical Analysis, Inc.DATE: JUN 1993
AUTHOR: Technical Analysis, Inc.DATE: OCT 1990
AUTHOR: Jayanthi GopalakrishnanDATE: MAR 2001
AUTHOR: Jim BergDATE: FEB 2005
AUTHOR: Donald W. Pendergast, Jr.DATE: NOV 2008
AUTHOR: Paolo PezzuttiDATE: OCT 2005
AUTHOR: Kevin LundDATE: MAY 2002
AUTHOR: Robert van Eyden, PhDDATE: JUL 2020
AUTHOR: Andrea UngerDATE: JUN 2023
The Emotional Volatility Trap by Adrienne Laris Toghraie
ARTICLE SYNOPSIS...Here are some simple guidelines for avoiding volatile emotional swings due to the stresses of trading. By Adrienne Laris Toghraie
Traders are placed under unique stresses, making them particularly susceptible to emotional
swings, and as a result, they m
AUTHOR: Adrienne Laris ToghraieDATE: JUL 1996
The Histogram And A Hollow Red Candlestick Heighten Volatility
ARTICLE SYNOPSIS...When the VIX, a contrarian indicator of the stock market, turns bullish, that implies that volatility in stock market is on the rise. A bullish P-p-P on the VIX's MACD histogram and a hollow red candlestick could cause more nail-biting among those w
AUTHOR: Ron WalkerDATE: JAN 2010
AUTHOR: Larry McMillanDATE: AUG 2004
The Power Of Implied Volatility by Sam Bhugaloo
AUTHOR: Sam BhugalooDATE: JUL 2006
The Power Of Volatility Contraction Patterns In Breakout Trading Strategies
ARTICLE SYNOPSIS...You can filter trades to improve signal quality. Here, we focus on situations where volatility has decreased in the market to be traded. Here's how to code, test, and implement this concept
AUTHOR: Andrea UngerDATE: MAY 2024
AUTHOR: Donald DorseyDATE: JUN 1993
The Truth About Volatility by Jim Berg
ARTICLE SYNOPSIS...Stocks & Commodities V. 23:2 (14-20): The Truth About Volatility by Jim Berg
Many indicators can help identify volatility. But can you use them to target specific price areas for entry signals, trailing stops, and profit-taking opportunities?
Typically
AUTHOR: Jim BergDATE: FEB 2005
AUTHOR: Sylvain VervoortDATE: JUL 2018
AUTHOR: Ron McEwanDATE: FEB 2013
The Volatility Edge by John Sweeney
ARTICLE SYNOPSIS...Designing a profitable trading system is key, but the way that profits and losses vary can have an impact on your long-term success.
In my previous article, I wrote
that, other things being equal, a
trading system with lower volatility
would triumph ov
AUTHOR: John SweeneyDATE: DEC 1998
AUTHOR: Koos van der MerweDATE: OCT 2013
AUTHOR: Koos van der MerweDATE: MAY 2006
AUTHOR: Kevin HopsonDATE: AUG 2004
AUTHOR: David C. StendahlDATE: MAY 1994
AUTHOR: David PennDATE: JUL 2004
The Volatility Stop System by Mark Vakkur, M.D.
ARTICLE SYNOPSIS...The Volatility Stop System
Here's a step-by-step through the development of a
robust trading system for capturing major market
moves.
Volatility systems have a long
and honored history in technical
trading. Here, I'll show you
a simple, robust version
AUTHOR: Mark Vakkur, M.D.DATE: OCT 1999
Trading Volatility by Russell Rhoads, CFA
ARTICLE SYNOPSIS...Taking A Position On A Measure Of Fear, Trading Volatility by Russell Rhoads, CFA
The Cboe Volatility Index has been used as a measure of fear in the market, but there's more to it than that. Find out how you can use the Vix to take a position when you
AUTHOR: Russell Rhoads, CFADATE: DEC 2009
AUTHOR: Dave CaplanDATE: JUL 1988
AUTHOR: Andrew StergeDATE: DEC 1989
AUTHOR: John Nelson and Stephen KreisDATE: JAN 1988
Trading volatility by Andrew Sterge
ARTICLE SYNOPSIS...Trading volatility by Andrew Sterge
In the winter and spring of 1989, I made a series of Eurodollar options trades which show the logic of ""trading volatility."" This sort of trading is the bread and butter of many institutional traders, that is to say
AUTHOR: Andrew StergeDATE: JAN 1990
Trend And Volatility by Jesse Chen
ARTICLE SYNOPSIS...Trend And Volatility by Jesse Chen
This combination can help you determine
your optimum spread strategy.
In options trading, you
often either become attached
to a few spread
strategies or end up
gambling on individual
calls or puts. Unfortunately,
no r
AUTHOR: Jesse ChenDATE: FEB 2003
AUTHOR: Scott CastlemanDATE: JUN 2003
AUTHOR: Mark RivestDATE: MAR 2019
AUTHOR: Perry J. KaufmanDATE: MAR 2017
AUTHOR: Donald W. Pendergast, Jr.DATE: AUG 2014
AUTHOR: David PennDATE: APR 2002
Volatility And Trading by Jean-Olivier Fraisse
ARTICLE SYNOPSIS...Volatility And Trading by Jean-Olivier Fraisse
Volatility describes how fast and how much prices change. The larger a security's volatility, the wider its potential price move in a given amount of time. When measured consistently over time, a security's
AUTHOR: Jean-Olivier Fraisse, C.F.A.DATE: NOV 1990
Volatility As A Stock Bellwether
ARTICLE SYNOPSIS...In his last article, 'Is Trading That Simple?' Dan Zanger discussed some signature chart patterns and stocks that have been big winners. This time, he delves deeper into his composite approach to finding the right stocks at the right time.
AUTHOR: Dan Zanger and Matt BlackmanDATE: JUL 2010
Volatility Breakout System Version 2 by John Sweeney
AUTHOR: John SweeneyDATE: 1986
AUTHOR: Mike Carr, CMTDATE: FEB 2009
AUTHOR: Mike Carr, CMTDATE: JUL 2011
AUTHOR: Gary GrosschadlDATE: NOV 2002
AUTHOR: Gary GrosschadlDATE: SEP 2003
Volatility Is Dominant Theme In Stocks by Michael Carr, CMT
ARTICLE SYNOPSIS...Volatility Is Dominant Theme In Stocks by Michael Carr, CMT
The market may be setting up for a period of consolidation.
From a technical perspective,
the biggest factor
in the markets is
volatility (Figure
1). Since the large down move in autumn
2008,
AUTHOR: Michael J. Carr, CMTDATE: APR 2009
AUTHOR: John SweeneyDATE: MAY 1998
AUTHOR: Vitali ApirineDATE: AUG 2017
AUTHOR: Mike Carr, CMTDATE: SEP 2011
Volatility Still Bullish
ARTICLE SYNOPSIS...Traders look for volatility to rise as markets fall, but profiting from that insight can be a challenge. Even if you don't trade volatility, you should still follow this reliable market indicator.
AUTHOR: Mike Carr, CMTDATE: OCT 2011
AUTHOR: Mike Carr, CMTDATE: OCT 2011
Volatility analysis and simulation used in tactical trading Part 2 by Peter Eliason
ARTICLE SYNOPSIS...Volatility analysis and simulation used in tactical
trading
Part 2
by Peter Eliason
The tactical trading algorithm, as explained in the March 1989 issue of Stocks & Commodities, is made
up of two components: the manipulation of a numerical series to det
AUTHOR: Peter EliasonDATE: JUL 1989
AUTHOR: Peter EliasonDATE: APR 1990
AUTHOR: Arthur A. Merrill, C.M.T.DATE: JAN 1991
AUTHOR: Andrew StergeDATE: FEB 1990
AUTHOR: Peter AanDATE: JUL 1989
Volatility, Bollinger Bands, And The Yen by Matt Blackman
ARTICLE SYNOPSIS...Stocks & Commodities V. 24:4 (38-41): Volatility, Bollinger Bands, And The Yen by Matt Blackman
Combine volatility with your favorite trading signal, and your trade will become a whole lot easier. Here's an example using the yen.
Traders are taught fro
AUTHOR: Matt BlackmanDATE: APR 2006
AUTHOR: Perry J. KaufmanDATE: JAN 2019
AUTHOR: Mike B. SirokyDATE: APR 2018
WTI Weekly: Heightened Volatility Saw Rotation To Both Statistical Resistance And Support
ARTICLE SYNOPSIS...In this article, we examine the order flow and limit order book data in the WTI futures market that provides insight into the rotation between resistance and support on Thursday, March 20, 2020. Market structure and order flow provide insight into the ac
AUTHOR: Taylor IrelandDATE: MAY 2020
Which Volatility Measure? by Gordon Gustafson
ARTICLE SYNOPSIS...Which Volatility Measure? by Gordon Gustafson
Is it true? Is average true range, an approximation, superior to standard deviation, the most beloved of quants, as a measure of volatility?
Many traders use some measure of volatility to
generate signals i
AUTHOR: Gordon GustafsonDATE: JUN 2001
AUTHOR: Mike B. SirokyDATE: JAN 2022
AUTHOR: Sylvain VervoortDATE: AUG 2013
AUTHOR: David PennDATE: OCT 2001