Sentences with phrase «period of high volatility»

Options traders can concentrate on net buying strategies during periods of low volatility and shift to net selling strategies during periods of high volatility.

In periods of high volatility, they behave more closely to stocks.

That can change if the market returns to normal levels of volatility or goes into periods of higher volatility, as it's in now.

It's also important to have a good command of your platform, as markets tend to move faster during periods of high volatility.

Bitcoin Went From Periods of High Volatility in 2016 to Consistenly High Volatility in 2017 Casey Pender and Max Gulker

In reality, this is incredibly challenging given the difficulty of forecasting these episodic periods of high volatility and constraints around expanding balance sheets in order to exploit market weakness,» it says.

Thus periods of high volatility (very active mean reversion to my way of thinking) are followed by periods of lower volatility (less active mean reversion) and vice versa.

This is a trend - following strategy as periods of high volatility usually coincide with bad returns.

Even in periods of high volatility like 2001 and 2008 when Wall Street argues that professional stock - pickers actually earn their keep, most fund managers did not beat their benchmark.

This modification could help reduce drawdowns during periods of high volatility and / or negative market conditions (see 2008 - 2009).

Market Makers also provide another service in periods of high volatility: if the market exerts upward or downward pressure on a security during a trading session, the Market Maker will mitigate the pressure by absorbing some of the orders, thereby limiting excessive price swings.

These factors may also lead to periods of high volatility and reduced liquidity in the bond markets.

Also, in general, keep in mind that it often makes sense to sell options in periods of high volatility, when option prices are elevated, and buy options in periods of low volatility, when options are cheaper.

I highlighted the prospects of a change in market regime from one of ultra low volatility to a period of higher volatility.

That's extraordinary in a super choppy market, but it is exactly the kind of strategy that thrives during periods of high volatility.

Margin requirements typically rise during period of higher volatility.

This example is best employed during periods of high volatility and just before the break of important news announcements.

I.e., for any profitable strategy, odds are that it will show higher returns during periods of high volatility, so I'd be more interested in something like a Sharpe Ratio per trade when comparing subsets of trades.

Note brokers often apply margin restrictions on certain securities during periods of high volatility and short interest.

This modification could help reduce drawdowns during periods of high volatility and / or negative market conditions (see 2008 - 2009), but it could also reduce total returns by allocating to cash in lieu of an asset class.

If a market has an average daily range of 17 points, during a period of high volatility its range may expand to 25 to 30 points or more.

Thereafter, the advantage goes increasingly to investors who bought during periods of high volatility.

The J curve illustrates why investing in periods of high volatility has been compared to «catching a falling knife.»

These factors may also lead to periods of high volatility in the financial markets and reduced liquidity in the bond markets.

And that endorsement might be strong 10 years from now, because the strategy did well during periods of high volatility.

We might see a period of higher volatility.

These factors may also lead to periods of high volatility and reduced liquidity in the bond markets.

During periods of high volatility, the Portfolio Manager will write (or sell) a call option against some of its positions in order to hedge downside risk, while generating an income stream from the sale of options.

During periods of high volatility, small cap value managers have produced alpha of 1.4 versus periods of low volatility when they have produced alpha of -0.71.

The greatest number of expensive goods is purchased during the periods of high volatility, says Leeds:

Like stocks and commodities, cryptocurrencies are highly speculative and risky assets, while investors always rush towards safe - haven assets such as gold and bonds during the period of high volatility.

However, after a period of high volatility, I expect a period of low volatility.

During these periods of high volatility it is important to remind oneself that financial markets are social structures.

WASHINGTON (Reuters)- Liquidity in the ultra-deep U.S. Treasury market suffered during the period of high volatility between May and early July, after the U.S. Federal Reserve began talking about scaling back asset purchases, according to a Fed poll released on Thursday.