|
PureBytes Links
Trading Reference Links
|
<x-html><!DOCTYPE HTML PUBLIC "-//W3C//DTD W3 HTML//EN">
<HTML>
<HEAD>
<META content=text/html;charset=iso-8859-1 http-equiv=Content-Type>
<META content='"MSHTML 4.72.3509.100"' name=GENERATOR>
</HEAD>
<BODY bgColor=#ffffff>
<DIV><FONT color=#000000 size=2>My fellow RT'ers</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT>
<DIV><FONT color=#000000 size=2>I would like your thoughts on a matter.
</FONT></DIV>
<DIV><FONT color=#000000 size=2>I have been working an analysis
study (statistical) on the S&P cash market, & require a volatility
figure for the market. I know the appropriate answer I seek due to interpolating
the analysis & working backwards in a sense.</FONT></DIV>
<DIV><FONT color=#000000 size=2>This volatility figure is around 11-14% , is
calculated daily, & is stable around the 11-14% range every day. In fact it
is stable at around 11-14% even on a weekly , monthly & yearly basis. ie
weekly volatility figure is 11-14% itself etc</FONT></DIV>
<DIV><FONT color=#000000 size=2> The problem is that I dont know the
calculation of it. </FONT></DIV>
<DIV><FONT color=#000000 size=2>I have tried ATM implied volatility of
S&P options,variance, SD on cash & confidence intervals, etc & some
other obscure ones, but they are all to high so they are not the basis of the
calaulation that I am looking for..</FONT></DIV>
<DIV><FONT color=#000000 size=2>Basically, do you know of any volatilty
calculation which fits the above parameters which I have mentioned. It may not
even be of a statistical nature but could also be TA based.
</FONT></DIV></DIV>
<DIV><FONT color=#000000 size=2>
<DIV><FONT color=#000000 size=2>The volatility figure also is between
11-14% on other markets on a daily basis such as the hangseng, & xau.
It also is at that level when I consider weekly, monthly &
yearly data. So, although the figure changes daily, it is a stable figure
of around 11-14% on multiple markets & on multiple time frames.</FONT></DIV>
<DIV><FONT size=2>In essence the volatility figure serves as an adjustment
factor to to enable the calculation of the markets true data
structure.</FONT></DIV>
<DIV><FONT size=2>ANY suggestions or advive would be most
appreciated</FONT></DIV>
<DIV><FONT size=2>Peter Karaguleski</FONT></DIV></FONT></DIV></BODY></HTML>
</x-html>From ???@??? Sun Sep 20 09:05:30 1998
Received: from list.listserver.com (198.68.191.15)
by mail02.rapidsite.net (RS ver 0.3) with SMTP id 13025
for <neal@xxxxxxxxxxxxx>; Sun, 20 Sep 1998 07:47:35 -0400 (EDT)
Received: from localhost (localhost [127.0.0.1])
by accessone.com (8.8.5/8.8.5/PIH) with SMTP id EAA15938;
Sun, 20 Sep 1998 04:41:23 -0700 (PDT)
Received: from okeefe.bestweb.net (okeefe.bestweb.net [209.94.100.110])
by accessone.com (8.8.5/8.8.5/PIH) with ESMTP id EAA15759
for <realtraders@xxxxxxxxxxxxxx>; Sun, 20 Sep 1998 04:38:10 -0700 (PDT)
Received: from bestweb.net (x2-17.croton.bestweb.net [209.94.103.18])
by okeefe.bestweb.net (8.9.0/8.9.0) with ESMTP id HAA13508
for <realtraders@xxxxxxxxxxxxxx>; Sun, 20 Sep 1998 07:38:06 -0400 (EDT)
Message-Id: <3604E927.D247789D@xxxxxxxxxxx>
Date: Sun, 20 Sep 1998 07:38:15 -0400
Reply-To: ketayun@xxxxxxxxxxx
Sender: owner-realtraders@xxxxxxxxxxxxxx
From: Ketayun <ketayun@xxxxxxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Subject: [Fwd: Data?/msodata]
MIME-Version: 1.0
Content-Type: multipart/mixed; boundary="------------2184B7E7C51D695540B5CFE1"
X-To: Realtraders <realtraders@xxxxxxxxxxxxxx>
X-Mailer: Mozilla 4.05 [en] (Win95; I)
X-Listprocessor-Version: 8.1 -- ListProcessor(tm) by CREN
X-Loop-Detect: 1
<x-html><HTML>
</HTML>
</x-html>Message-ID: <3604E167.7423DFFC@xxxxxxxxxxx>
Date: Sun, 20 Sep 1998 07:05:11 -0400
From: Ketayun <ketayun@xxxxxxxxxxx>
X-Mailer: Mozilla 4.05 [en] (Win95; I)
MIME-Version: 1.0
To: rhodes@xxxxxxxxxxxxxx
Subject: Re: Data?/msodata
References: <1.5.4.32.19980920053725.007117cc@xxxxxxxxxxxxxxxxxxxx>
Content-Type: text/plain; charset=us-ascii
Content-Transfer-Encoding: 7bit
I tried using them to download histroricals/eod. It didn't always work
because they said that the problem was with WIN98/my modem. I have a 56K
plugnplay from USR amd also a phone service that supports x2.
The good part is that their service people were extremely helpful and
tried very hard to make everything work.
Ketayun
|