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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...

  • A Volatility Trade In Gold by David S. Landry

    ARTICLE SYNOPSIS...A Volatility Trade In Gold by David S. Landry, CTA Large moves often follow low-volatility environments. Here's one method of combining volatility indicators and pattern recognition along with trend-following methods to capture a breakout in the 1997 go

  • 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

  • As Markets Spike, So Does Volatility

    ARTICLE SYNOPSIS...Stocks and oil markets saw large price moves in the week of February 25, 2011, and volatility indexes tracking these markets also experienced large swings.

  • Bollinger Bands And Volatility Signals

    ARTICLE SYNOPSIS...Traders use bands around price to help them determine when the price has strayed too far away from their average, either up or down. The construction of trading bands is relatively simple. Bands are placed above and below an average often using a fixed p

  • Can Beta Help You Battle Volatility?

    ARTICLE SYNOPSIS...Of all the enemies of capital appreciation, stock price volatility is one of the most immediate. Can beta help you know when your stock or portfolio volatility is out of control?

  • Coal: Volatility And Strength

    ARTICLE SYNOPSIS...With coal companies continuing to surge higher, now might be a good time to explore using covered call strategies.

  • Colgate Breaks After Volatility Contraction

    ARTICLE SYNOPSIS...After going through a Bollinger band contraction, Colgate-Palmolive broke support to signal the start of a leg lower.

  • 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

  • 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

  • Daytrading Price Volatility Breakouts

    ARTICLE SYNOPSIS...Here's how to recognize specific patterns that can be incorporated into a successful trading strategy.

Daytrading With Volatility by Mark Hodge

  • Dell Shows High Volatility

    ARTICLE SYNOPSIS...The gap up failed to build a bullish path for Dell. The stock is stuck in a tight range.

  • Designing Volatility Breakout Systems by Paolo Pezzutti

    ARTICLE SYNOPSIS...Designing Volatility Breakout Systems by Paolo Pezzutti Interested in improving your system's profit factor? Here are some suggestions. The principle of range expansion/contraction was first studied and analyzed by Toby Crabel in Technical Analysis of

  • EWP In Dense Volatility Cloud

    ARTICLE SYNOPSIS...The long-term symmetrical triangle is increasing the volatility of Spain ishares.

  • Effects Of Volatility On Trading

    ARTICLE SYNOPSIS...Can trading results be similar to those of roulette betting? Find out here.

  • Enhancing Trading Strategies With Volatility Compressions And Explosion

    ARTICLE SYNOPSIS...Sometimes there is a calm before the storm in the markets. You can use a popular tool in the Bollinger Band suite of tools as a trading filter to exploit the explosiveness of a market immediately after a period of price compression. Find out step-by-step

  • 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

  • Forex Volatility Patterns by Ken Calhoun

    ARTICLE SYNOPSIS...Forex Volatility Patterns by Ken Calhoun Want to catch 40 to 100 pips in each trade? Here's how you can find those entry and exit signals to make your forex trading a success. Capturing volatile breakouts and reversals in currency pair trades has long

  • Four Measures Of Market Volatility by Frederic Ruffy

    ARTICLE SYNOPSIS...Four Measures Of Market Volatility by Frederic Ruffy How do you read the CBOE's new measures of volatility? Find out here. The CBOE volatility index (VIX) was last modified in September 2003. The Chicago Board Options Exchange (CBOE) reconstructed the

  • Has Volatility Lost Its Edge? by Mark G. Levey

    ARTICLE SYNOPSIS...Has Volatility Lost Its Edge? by Mark G.Levey Does volatility still offer the same advantage it once did in trading the Standard &PoorÕs 500 index? HereÕs a followup to previous STOCKS & COMMODITIES articles. From a statistical standpoint, assuming an

  • High Volatility Makes GM A Purchase Possibility

    ARTICLE SYNOPSIS...For aggressive traders who are hopeful of an eventual turnaround in General Motors, ultra-high volatility opens up the possibility of acquiring GM shares very cheaply very soon.

  • Historical Volatility And Pattern Recognition

    ARTICLE SYNOPSIS...A market tends to move swiftly from periods of price consolidation to new levels. Here's how to recognize the setup before a market moves out of a short-term consolidation, from the authors of Street Smarts: High Probability Short-Term Trading Strategies

  • How To Trade Volatility

    ARTICLE SYNOPSIS...Volatility can be a trader's best friend, but trading volatility can be tricky. Here we look at an indicator that has a negative correlation with the Cboe Volatility Index (VIX) and could help you identify when volatility could increase

  • 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

  • Interview: Talking Volatility With John Bollinger

    ARTICLE SYNOPSIS...John Bollinger is best known for creating Bollinger Bands, a feature found in most financial charting software and charting websites. His book Bollinger On Bollinger Bands has been translated into 12 languages. He's been the recipient of several industry

  • Is Trading Volatility A Worthwhile Plan?

    ARTICLE SYNOPSIS...We've all heard of the VIX which measures market volatility. When it's falling, stocks go up and vice-versa when stocks drop. And now thanks to a host of exchange traded funds (ETFs) and exchange traded notes (ETNs) trading volatility is (almos

  • Judging Volatility

    ARTICLE SYNOPSIS...Ignoring implied volatility can be a costly mistake for option traders, which is why assessing it is critical. Here is a look at some practical methods to measure implied volatility and get a better idea of which way option prices will move

  • Long-Term Volatility Pattern A Concern

    ARTICLE SYNOPSIS...Key resistance levels are holding for the volatility index, but the long-term pattern indicates an eventual breakout.

  • Lunar Cycles And Stock Market Volatility

    ARTICLE SYNOPSIS...Have you ever objectively analyzed the data of lunar cycles and its relationship with the financial markets? Here is one method that could bring some value to your trading.

  • Market Volatility Alarms Participants

    ARTICLE SYNOPSIS...The market has been hit by bad news almost every day. When will the market calm down?

  • 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.

  • Measuring Volatility by Jean-Olivier Fraisse

    ARTICLE SYNOPSIS...Measuring Volatility by Jean-Olivier Fraisse Are financial markets becoming more and more volatile? Can they still attract the small investor, even with such impressive fluctuations in daily prices? Is program trading a source of additional volatility?

  • Modeling With Daily Implied Volatility

    ARTICLE SYNOPSIS...In this first part of a two-part series, find out how incorporating daily implied volatility into your system can give you the edge you've been looking for.

  • Modifying the Volatility Index by S. Jack Karczewski

    ARTICLE SYNOPSIS...Modifying the Volatility Index by S. Jack Karczewski Here's the scoop on the volatility index as an analytical tool for identifying extremes in market sentiment. Every trader and investor recognizes that the stock market has some degree of volatility

  • Mutated Variables Volatility And A New Market Paradigm by Walter T. Downs, Ph.D.

    ARTICLE SYNOPSIS...Mutated Variables Volatility And A New Market Paradigm by Walter T. Downs, Ph.D. Markets move through phases during which volatility fluctuates. Here's how to measure the shifts in volatility and then use that data as a filter for a trading system. Ma

Normalized Volatility Indicator

  • On Using Volatility Bands by Ahmet Tezel, Ph.D., and Suzan Koknar-Tezel, M.S.

    ARTICLE SYNOPSIS...We've all seen a stock break out of its trading range and trend to new levels. The initial surge will appear as a sudden increase in activity, pushing the price higher. The higher prices often reach levels that indicate the stock is temporarily overbough

  • 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.

  • 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

  • Pinpointing Volatility Dynamics

    ARTICLE SYNOPSIS...What exactly is volatility and how can we use it?

  • 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,

Product Review: The Volatility Primer by Dennis D. Peterson

  • Redefining Volatility And Position Risk by C.A. Kase, C.T.A.

    ARTICLE SYNOPSIS...Redefining Volatility And Position Risk by C.A. Kase, C.T.A. A method on looking at the volatility of intraday price bars using a stop system called the ""dev-stop."" Volatility is the key to understanding market behavior. Volatility is the change in p

  • Reducing Volatility

    ARTICLE SYNOPSIS...Interested in reducing both volatility and risk?

  • 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

  • Remember The Volatility Index?

    ARTICLE SYNOPSIS...The NASDAQ 100 Volatility Index has been slowly building a base, and traders should watch for a resistance breakout to solidify a trend change.

  • Risk, Volatility, & Position Sizing

    ARTICLE SYNOPSIS...This may be the insight you wish you had gotten when you first started trading, and it's something every trader can benefit from. You can attain a positive skew for your trade outcomes if you start with the correct position size for each trade. Find out

  • SIDEBAR: Calculating Historical Volatility - Technical Analysis, Inc.

    ARTICLE SYNOPSIS...CALCULATING HISTORICAL VOLATILITY - Technical Analysis, Inc. Historical volatility is the annualized standard deviation of the one-day price changes of the security or futures contract. To perform this calculation in a Microsoft Excel spreadsheet (as ca

  • 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

  • SIDEBAR: Weighting schemes to computes implied volatility

    ARTICLE SYNOPSIS...SIDEBAR: Weighting schemes to computes implied volatility This sidebar lists the types of weights based on volume, distance in- or out-of-the-money, and volatility.

  • Shelter From The Volatility Storm?

    ARTICLE SYNOPSIS...Market-neutral funds are supposed to shelter investors from market volatility. Do they live up to expectations?

  • Sidebar: Volatility entry advisor for MetaStock by Jim Berg

    ARTICLE SYNOPSIS...Stocks & Commodities V. 23:2 (14-20): Sidebar: Volatility entry advisor for MetaStock by Jim Berg MetaStock code for Jim Berg's Volatility entry advisor.

  • Southern Copper: High Implied Volatility Offers Opportunity

    ARTICLE SYNOPSIS...Despite a 75% drop since October 2008, industrious traders can still find potential for gains in Southern Copper.

  • Stock Market Volatility: What Next?

    ARTICLE SYNOPSIS...Volatility is at its lowest levels in years. Although structural changes might be ongoing, a high-volatility environment appears to be back.

  • Taming The Volatility Beast by Kevin Lund

    ARTICLE SYNOPSIS...Taming The Volatility Beast by Kevin Lund Take advantage of volatility and play those options. If you've traded options for any length of time, you've probably experienced the following scenario: You spot a stock that seems to have some good swings. Af

  • The Chase Of Volatility

    ARTICLE SYNOPSIS...The fear of missing out (FOMO) can create a psychological challenge for traders. Here are some steps you can take to help prevent emotions from entering into your trading decisions and wreaking havoc on your trading plan

  • The Daily Factor: A Volatility Filter

    ARTICLE SYNOPSIS...The "daily factor" metric relates the high and low to the open and close of the daily bar. Here is a way you can use this information to filter trade signals and improve your trades for some instruments. This article includes code to calculate the daily

  • 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

  • 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

  • The New Volatility Futures by Larry McMillan

    ARTICLE SYNOPSIS...The New Volatility Futures by Larry McMillan They just might be the stock owner's delight. The CBOE has created a new futures exchange (the CBOE Futures Exchange, or CFE) to trade volatility products. Its first and only product at this time is futures

The Power Of Implied Volatility by Sam Bhugaloo

  • 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

  • The Relative Volatility Index by Donald Dorsey

    ARTICLE SYNOPSIS...The Relative Volatility Index by Donald Dorsey This author modifies the basic relative strength index to measure volatility instead of daily net price change to generate trading signals. Technicians are often tempted to use one set of indicators to con

  • 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

  • The V-Trade Part 5: Technical Analysis -- Moving Average Support & Resistance And Volatility Bands

    ARTICLE SYNOPSIS...In this fifth part of an ongoing series that outlines one trader's comprehensive approach to trading, we look at the next technical analysis portion of the method -- support & resistance and volatility bands

  • The Volatility (Regime) Switch Indicator

    ARTICLE SYNOPSIS...Here's how you can construct a simple Excel spreadsheet for the volatility switch indicator.

  • 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

  • The Volatility Index

    ARTICLE SYNOPSIS...Is the Volatility Index a market leader or is it a follower?

  • The Volatility Index As A Forecasting Tool

    ARTICLE SYNOPSIS...Can the volatility index be used to predict market direction?

  • The Volatility Index Continues To Point To Lower Stock Prices

    ARTICLE SYNOPSIS...Despite last week's sharp correction in the equity market, current volatility levels do not indicate a significant bottom in the S&P 100.

  • The Volatility Index by David C. Stendahl

    ARTICLE SYNOPSIS...The Volatility Index by David C. Stendahl David Stendahl explains the volatility index (VIX), which measures volatility based on the implied values of eight Standard & Poor's 100 (OEX) options from which the weighted volatility index is derived when com

  • The Volatility Index: How Low Can it Go?

    ARTICLE SYNOPSIS...Lower now than during the bull market peak in 2000, is this what bull markets are made of?

  • 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

  • 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

  • Trading clues from options volatility by Dave Caplan

    ARTICLE SYNOPSIS...Trading clues from options volatility by Dave Caplan The significance of volatility is overlooked and underestimated by most traders in the options area. This includes both the effect of volatility on the premium cost of an option when purchased, and th

  • Trading options volatility by Andrew J. Sterge

    ARTICLE SYNOPSIS...Trading options volatility by Andrew J. Sterge Options are much more than a hedging vehicle or leveraged way of participating in spot or futures markets. Indeed, options create strategies that did not exist before in trading an option's underlying instr

  • Trading options volatility by John Nelson and Stephen Kreis

    ARTICLE SYNOPSIS...Trading options volatility by John Nelson and Stephen Kreis The objective in trading options is generally a rather straightforward one--buy the premiums low and sell them high. For many traders there is no need to make ""option action"" any more complica

  • 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

  • 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

  • Using Implied Volatility And Volume by Scott Castleman

    ARTICLE SYNOPSIS...Using Implied Volatility And Volume by Scott Castleman Construct a trend-following system that adjusts to current market conditions. Traditionally, technicians have relied on historical prices to analyze the market. They have created many different ind

  • Using The CBOE Volatility Index In Bull And Bear Markets

    ARTICLE SYNOPSIS...Techniques to discover trend changes.

  • VIX Or Historical Volatility?

    ARTICLE SYNOPSIS...Position sizing is an often overlooked variable when it comes to strategizing your trades. There are different ways to decide how big your positions should be and here we look at a unique approach to size your positions using volatility

  • VXX: Will Volatility Continue To Spike?

    ARTICLE SYNOPSIS...Whenever the S&P 500 index makes a sharp, persistent correction, the volatility indexes can rally sharply.

  • Volatility

    ARTICLE SYNOPSIS...Variation from the mean is the name of the game.

  • 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

  • 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.

Volatility Breakout System Version 2 by John Sweeney

  • Volatility Dominant Theme In Stocks

    ARTICLE SYNOPSIS...The market may be setting up for a period of consolidation.

  • Volatility In The News, But Not The Market

    ARTICLE SYNOPSIS...Large daily swings in the major stock market indexes seem to be grabbing headlines, but indicators show volatility is unusually low.

  • Volatility Index Examined

    ARTICLE SYNOPSIS...The inverse relationship between the volatility index and the direction of the markets is firmly established. What is the VIX saying now?

  • Volatility Index Marks A Clear And Present Danger

    ARTICLE SYNOPSIS...This index has a strong inverse relationships to the major indexes and traders should note a compelling move here.

  • 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,

  • Volatility Of Returns by John Sweeney

    ARTICLE SYNOPSIS...Volatility Of Returns by John Sweeney Designing a profitable trading system is key, but the way that profits and losses vary can have an impact on your long-term success. Here's why looking at how the returns deviate can help you design your own system.

  • Volatility Oscillator

    ARTICLE SYNOPSIS...It's versatile--you can use it to identify overbought/oversold levels, divergences, and trends. Here are some ways you can use it

  • Volatility Shifts Among Markets

    ARTICLE SYNOPSIS...Recently introduced indexes allow traders to easily spot the changes in sentiment visible in volatility.

  • 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.

  • Volatility With Prices And VIX

    ARTICLE SYNOPSIS...Stock market volatility is high, as we can see with a chart of the S&P 500 or with the volatility index.

  • 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

  • Volatility analysis in tactical stock trading by Peter Eliason

    ARTICLE SYNOPSIS...Volatility analysis in tactical stock trading by Peter Eliason Every stock, average and index has its own characteristic volatility range that holds the signals of impending price change. The challenge in technical analysis is to recognize and decipher

  • Volatility by Arthur A. Merrill, C.M.T.

    ARTICLE SYNOPSIS...Volatility by Arthur A. Merrill, C.M.T. Does the degree of volatility in the stock market give us any clue to the future of the market? I tested day-to-day volatility and found that it does have a good forecasting record. I took the percent change of t

  • Volatility skews by Andrew Sterge

    ARTICLE SYNOPSIS...Volatility skews by Andrew Sterge It is inevitable that relative mispricings occur among many different options on a single underlying instrument. It is possible to exploit these mispricings using the Black-Scholes theory of option valuation, despite ri

  • Volatility system by Peter Aan

    ARTICLE SYNOPSIS...Volatility system by Peter Aan Rules: The volatility system uses a close-only reversing stop that is activated only on the close and trails behind the most favorable close attained in the trade. Volatility determines how closely the stop will trail the

  • 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

  • Volatility: What They Don't Teach You In Grad School

    ARTICLE SYNOPSIS...You're most likely not going to engage in a conversation about "lognormal volatility" at a cocktail party. But you may have come across the term in financial texts. This may or may not surprise you: When it comes to the stock market, what you read may no

  • Volatility: What's The Best Measure?

    ARTICLE SYNOPSIS...Volatility has often been measured by standard deviation but there are other ways to look at volatility. Here we look at how true range can be used as a reliable volatility measure

  • 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

  • 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

  • Why Volatility Matters

    ARTICLE SYNOPSIS...Does high volatility translate to big profits, or only to increased risk that in the end lowers profits? Here's a careful look

  • Within The Volatility Band

    ARTICLE SYNOPSIS...In this fourth part of a seven-part series, we look at catching reversals using the boundaries of volatility bands.

  • Working Money: Can Beta Help You Battle Volatility? by David Penn

    ARTICLE SYNOPSIS...Working Money: Can Beta Help You Battle Volatility? by David Penn Of all the enemies of capital appreciation, stock price volatility is one of the most immediate. Can beta help you know when your stock or portfolio volatility is out of control? Traditi






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