Sentences with phrase «period of low 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.

If you haven't closed your positions yet, you could be frustrated by periods of low volatility or consolidation.

A key question for many investors is whether the sleepy summer period of low volatility will give way to a more turbulent autumn.

That said, I think this current period of low volatility has come with a lot of benefits.

Combine this with an historic period of low volatility in traditional global markets, and it is no surprise that seasoned professionals with institutional trading backgrounds are allocating increasing amounts of time and capital to the crypto space.

This setup is extremely useful for trading options as it pinpoints explosive price moves following periods of low volatility.

Prolonged bull markets with periods of low volatility can create risk complacency and even risk amnesia.

LONDON, April 20 - British emerging markets - focused hedge fund Onslow Capital Management has closed after a long period of low volatility hit returns and assets fell below a sustainable level, it said in a letter to investors.

Periods of low volatility also do not imply that higher volatility is imminent.

Bollinger Squeeze setup uses decreasing Bandwidth (the Squeeze) to find periods of low volatility and trades price breakouts from sluggish price action.

Periods of low volatility often coincide with higher levels of valuation, and that sort of low economic variability can help to generate stock market bubbles.

Second, periods of low volatility provide a good opportunity to firm up your long - term investment strategy.

Given the relationship between high volatility and low returns, it's not surprising that investments made during periods of lower volatility outperform over short holding periods (up to about 11 months).

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.

Periods of low volatility in stock markets tend to have active, directional morning periods and dull, drifty afternoons.

Years of shallower drawdowns typically have coincided with periods of lower volatility.

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.

For those too young to remember, from 2004 to 2007, fixed income markets witnessed a period of low volatility, even as central banks were raising rates and the yield curve flattened.

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.

It's easy to think that markets have been on a steady grind higher during this period of low volatility, but when we look more closely, we find that there have been distinct, dynamic and evolving trends in place.

For those too young to remember, from 2004 to 2007, fixed income markets witnessed a period of low volatility, even as central banks were raising rates and the yield curve flattened.

Periods of low volatility are difficult to trade due to false breakouts.

This period of low volatility in mortgage rates is exactly the opposite of what we saw in 2013, when rates rocketed and Annaly Capital Management and American Capital Agency felt the pinch of falling prices for their portfolios of mortgage securities.

A period of low volatility can be an appropriate time to gauge whether your portfolio still reflects your goals, time horizon, and risk tolerance.

Stresses in the repo market are amplifying price swings in government bonds and related debt markets at a time when many investors are reshuffling their portfolios around new interest - rate expectations, following a period of low volatility, traders and analysts...

While some might embrace such a period of lower volatility, this reduction in price movement also results in fewer opportunities for traders to profit from the cryptocurrency's price swings.

There have been periods of low volatility, but these have been few and far between.

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