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Hi, I am currently trade option
I am using the following volatility comparing short term and long
term volality to time when to buy and sell options.
pds1=30;//Set your time period
pds2=200;//Set your time period
Graph0 = StDev(log(C/Ref(C,-1)),pds1)*sqrt(365)*100;
Graph1 = StDev(log(C/Ref(C,-1)),pds2)*sqrt(365)*100;
Does anyone has better indicator that they use to compare short/long
term volatility?
Cheers
Henry
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