Sentences with phrase «day of high volatility»

He made this decision on December 22, a day of high volatility.

Not exact matches

In a guest post in The High Frequency Trading Review, Narang freely admits that «there has been an increasing incidence, in recent times, of days exhibiting unusually high volatility (measured as days when the close - to - close return, or alternatively, the high - low trading range are large in magnitude).&raHigh Frequency Trading Review, Narang freely admits that «there has been an increasing incidence, in recent times, of days exhibiting unusually high volatility (measured as days when the close - to - close return, or alternatively, the high - low trading range are large in magnitude).&rahigh volatility (measured as days when the close - to - close return, or alternatively, the high - low trading range are large in magnitude).&rahigh - low trading range are large in magnitude).»

Low volatility had been replaced by high volatility — Q1 had 23 days of daily moves greater than 1 % in the S&P versus seven such days for all of last year, and the first few weeks of the second quarter have seen similar swings.

Crash Warnings are characterized by strongly negative average returns, but also high volatility, which means that strong rallies can also occur, which we've seen in the past couple of days.

A measure of 30 - day volatility known as the CBOE VIX reached a high of 16.92, which was still well below the historic average.

Blue chip stocks, like Apple Inc. (NASDAQ: AAPL) or Google Inc. (NASDAQ: GOOG), have become very popular among day traders given the high level of liquidity and event - driven volatility.

After a long period of much lower than average volatility (in 2017, the S&P 500 hit 64 record highs, with only four single - day declines of more than 1 %), this has been surprising for many investors.

Intraday volatility was high as investors were cautious ahead of the US Federal Reserve policy announcement scheduled later in the day.

The CBOE VIX, a measure of 30 - day volatility, rose on Friday to its highest level since 2016.

While 90 - day annualized volatility of oil, around 50 %, is the highest since April last year, and is near its 2001 peak, it's not near the high levels of 2008 or 1991.

The MSCI ACWI closed at a record high 61 times, and 30 - day realized volatility of the S&P 500 Index hit its lowest level since the early 1960s.

In the United States, the major indices surged to a series of record highs with an unusually low degree of day - to - day volatility.

The goal is to transfer a security from TFSA on a significant volatility day, crystalizing the highest price of day in TFSA limit (obviously only of interest late in year).

The MSCI ACWI closed at a record high 61 times, and 30 - day realized volatility of the S&P 500 Index hit its lowest level since the early 1960s.

Is the inclusion of 100 - day Historical Volatility (ranking from high to low) the volatility of the overall market regime or the stocks you are selectingVolatility (ranking from high to low) the volatility of the overall market regime or the stocks you are selectingvolatility of the overall market regime or the stocks you are selecting, or both?

For mean reversion, the two best rankings I have found are 100 - day Historical Volatility (ranking from high to low) and Rate of Return (3,5,7 day) ranking from most sold off to least.

Much like many major and smaller forex brokers, who took precautions against high market volatility around the first round of the presidential elections in France on April, days...

Of course, right now I have a few high weighted stocks that need to be pruned back, but given the current volatility of the market these days, that won't be happening any time sooOf course, right now I have a few high weighted stocks that need to be pruned back, but given the current volatility of the market these days, that won't be happening any time sooof the market these days, that won't be happening any time soon.

If a market which typically moves 17 points in a day has only moved 8 points in low volatility market, then a binary option with a strike price 15 points below the market price has a higher probability of staying in the money until expiration.

The VIX made it to 20.67 and the VXN made it to 21.47 late in the first half of November, but the jump higher was only for a day and volatility settled down again.

The first variation is to buy the top 1 ETF based on a combination of 3 month returns (weighted 40 %), 20 day returns (weighted 30 %), and 20 day volatility (weighted 30 %, the lower the volatility the higher the rank).

The 10 ETF portfolio was tested using a combination of 3 month returns, 20 day returns, and 20 day volatility (each weighted 40 % / 30 % / 30 % and lower volatility receives a higher weighting) as well as 6 month returns, 3 month returns, and 3 month volatility.

When backtesting a portfolio consisting of BND, DBC, VEU, VNQ, and VTI and buying the top 1 ETF at the beginning of each month based a combination of 3 month returns, 20 day returns, and 20 day volatility (each weighted 40 % / 30 % / 30 % and lower volatility receives a higher weighting), the results are below.

Furthermore, as part of our high - touch service model, we provide ongoing education to keep you apprised of our thinking around current events and day - to - day market volatility.

High volatility stocks will decrease the amount of Day trade buying power that you are issued at the start of the dDay trade buying power that you are issued at the start of the dayday.

This relative calm contrasts with the sharp volatility that bitcoin prices experienced in the last several days, as the digital currency reached an all - time high of more than $ 1,325 before the SEC's ruling on the proposed bitcoin ETF.

At the moment it is difficult to predict what will happen in the market of cryptocurrencies in the following hours, and even the following days due to the high level of volatility generated by the news regarding SegWit2x.

The value of the world's top cryptocurrency by market capitalization has been falling significantly over the past few days with a high amount of volatility and low amount...

Investors who needed a reminder of the volatility of Bitcoin got a much - needed refresher course this week, as the cryptocurrency crashed from its recent high of $ 5,000 to less than $ 3,000, all in a matter of days.

Volatility has briefly returned to markets post-Christmas, Bitcoin currently circling $ 15,200 according to Coinmarketcap's average trading prices, up from $ 13,680 Monday but coming down from the day's high of $ 15,700.

The high amount of volatility means that people can be watching their cryptocurrencies go up and down all day seeing changes in the tens of percents quite often.

While 90 - day annualized volatility of oil, around 50 %, is the highest since April last year, and is near its 2001 peak, it's not near the high levels of 2008 or 1991.