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

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



PureBytes Links

Trading Reference Links

Please explain to me what the DRV is?  It sounds like something that I
may find helpful.

Thanks

JS

--- BOTTrader@xxxxxxx wrote:
> 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.
> 

_________________________________________________________
Do You Yahoo!?
Get your free @yahoo.com address at http://mail.yahoo.com