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

Bonds and Volatility Measurement (re: Volatility Index for Bonds)



PureBytes Links

Trading Reference Links

For realtime bond volatility calculations I use:  1) The DRV  2) Average bar 
range and an average bar range "convergence-divergence" indicator (merely the 
difference of a fast & slow average bar range indicator)...... These do just 
fine as far as tracking volatility of bonds.  My experience is that they are 
important components of entry but lag as exit indicators.