[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: Volatility Measure.



PureBytes Links

Trading Reference Links

There's a pretty good article in the TASC mag (March issue), pp.18-28,
incl. all relevant codes for TS.

Cheers, Jan

Jan "J.P." Petersen
COMMERZBANK AG
Global Equities
Japan Center/Taunustor 2
60311 Frankfurt am Main
Phone: ++49-69-136-23481
Fax:     ++49-69-136-24976
eMail:   Jan_Petersen@xxxxxxxxxxxxxxx
            PetersenJP@xxxxxxxxxxxxx
            PetersenJP@xxxxxxx
  

-----Original Message-----
From: swp  
Sent: Thursday, March 11, 1999 5:47 AM
To: realtraders
Cc: swp
Subject: Re: Volatility Measure.


The bollinger band pretty much measures historical volatility since it
is based on the standard deviation of the last n-days around an n-day
moving average.

Kevin Shin wrote:
>  
> Some one on RT told me before that a good way to measure the current
> volatility is to observe the width of Bollinger band.
> So, I tried to put this idea into a .ela format for Tradestation at no
> avail.
> I'm sure it's not so much of work (it's very big job for me thou) and
I
> thought there must be some one on the list who could put it into .ela.
> If there's other way of measuring the volality,,,other than historical
and
> implied volatility,,,,it's more than welcomed to post or email me.

--  
Steven W. Poser, President
Poser Global Market Strategies Inc.
http://www.poserglobal.com

Tel: 201-995-0845
Fax: 201-995-0846
Email: swp@xxxxxxxxxxxxxxx


Attachment Converted: "c:\eudora\attach\BDY2.rtf"