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Of course I don't know why you're seeking high volatility, but many stocks
have a vola well in excess of what you seemed to have learned so far. Care
to share your game-plan?
Colin West
-----Original Message-----
From: Justin T. Fanning [mailto:Justin@xxxxxxxxxxxxxxxx]
Sent: Wednesday, September 17, 2003 4:44 PM
To: Gray, Gabriel
Cc: Emmanuel; omega-list@xxxxxxxxxx
Subject: Re: which markets are the most volatile?
I just looked at Natural Gas, it has a 100 day volatility of over 33.6%,
that _is_ high considering the daily volume of 50k+ contracts.
Brent Crude has a 100 day of ~ 25% with a daily of ~ 100k+ contracts,
for comparison the E-mini S&P500 (ESU3) has a 100 day of ~14%
Justin
---
Gray, Gabriel wrote:
> The most volatile market by far is the spot power market, if that is too
> much try natural gas.
>
> -----Original Message-----
> From: Emmanuel [mailto:emmanuel@xxxxxxxxxxxxxx]
> Sent: Wednesday, September 17, 2003 5:40 AM
> To: omega-list@xxxxxxxxxx
> Subject: which markets are the most volatile?
>
>
>
> I would like to test a system by paper-trading it over a volatile market
> (largest possible price swings in shortest possible time frame). The
> system I plan to test is working on minute bars.
>
> Which market(s) would you consider to be the most volatile?
>
> Thanks!
>
>
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