Sentences with phrase «historical trading volatility»

One can think of our selection process as identifying the cheapest bonds with wide credit spreads that are not justified by their historical trading volatility in their respective duration and credit groups.

Not exact matches

Using a custom excel spreadsheet containing price data for the current Dividend Champions, I began by calculating the historical volatility over the past 63, 126, and 252 trading days of each Dividend Champion.

I then calculated the risk - adjusted returns (calculated as the returns divided by the historical volatility) for each Dividend Champion over the past 63, 126, and 252 trading days.

For most of the first three months the VIX Index, a common measure of equity volatility, traded somewhere between 11 and 13, well below its historical average of 20.

Before I get sidetracked, let me mention the fact that there are two types of volatility in commodity options trading (and really all options trading for that matter): Historical and implied.

This essential forex trading tool calculates the volatility of 30 currency pairs using historical data (up to 54 weeks).

Using a custom excel spreadsheet containing price data for the current Dividend Champions, I began by calculating the historical volatility over the past 63, 126, and 252 trading days of each Dividend Champion.

You could take several college courses in market volatility and learn about standard deviation and implied vs. historical vs. relative volatility, but to trade on Nadex, you just need to know what volatility looks like in the movement of the price.

These are the average 100 - day historical volatility of the trades.

I then calculated the risk - adjusted returns (calculated as the returns divided by the historical volatility) for each Dividend Champion over the past 63, 126, and 252 trading days.

Expected volatility is based on implied volatilities from traded options on the Company's stock, historical volatility of the Company's stock and other factors.

Filed Under: Analytics, Screener, Volatility Tagged With: Historical volatility, stock trading, tradingmarkets livVolatility Tagged With: Historical volatility, stock trading, tradingmarkets livvolatility, stock trading, tradingmarkets live screener

In this post we're referring to volatility based on historical Bitcoin trading data.