Thank you very much for suggestions
I would like to define the scale on volatility, therefore, I will
know the current volatility levels based on historical data. I would
like to define the range for volatility between 0 and 100.
Do you have any suggestions?
Thank you very much for any suggestions
Eric
--- In equismetastock@ yahoogroups. com, superfragalist <no_reply@xx .>
wrote:
>
> You use a simple 5 SMA and 20 SMA of the vix. When the 5 SMA is
above
> the 20 SMA volatility is increasing. When it's below volatility is
> decreasing. Then look at how high the 5 SMA is. Normally the MA's
are
> in the 20 to 30 range. Now they are in the 60 to 70 range.
>
> Put it on a chart and look at it. It's simple.
>
> Super
>
>
>
> --- In equismetastock@ yahoogroups. com, chichungchoi <no_reply@>
wrote:
> >
> > Does anyone have any suggestions on any indicator to measure
volatility
> > based on 0 to 100? For example, above 60 is more volatile, above
80 is
> > very volatile, below 30 is less volatile.
> > Does anyone have any suggestions?
> > Thanks in advance for any suggestions
> > Eric
> >
>