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volatility

Posted By: ricky
Date: 4 Jun 02, 5:15 am

In Response To: Re: UK Spread Betting Poisson Distribution (John Butterworth)

"In financial trading I can use volatility and other historical price movements to my advantage. As an example, low volatility means expect high volatility and with high volatility expect low volatility. One way of doing this is to use Bollinger bands which are constructed using 2 x the Standard Deviation of an n day moving average of a closing price. By tracking the width of the bands over a period of time you can see periods of low and high volatility. This method not only helps with the timing but also exposes optimism and pessimism from the public."

just a curious question : are you sell side (market maker) or buy side (customer/hedge fund/institution)?

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Messages In This Thread

UK Spread Betting and Poisson Distribution -- John Butterworth -- 3 Jun 02, 12:12 pm
Interesting question -- John May -- 3 Jun 02, 12:52 pm
Re: UK Spread Betting Poisson Distribution -- John Butterworth -- 4 Jun 02, 4:21 am
volatility -- ricky -- 4 Jun 02, 5:15 am
Re: Curious -- John Butterworth -- 4 Jun 02, 5:41 am
Some answers -- John May -- 4 Jun 02, 4:37 pm
You need to test whether total goals is distributed as a Poisson -- Math Boy -- 3 Jun 02, 3:37 pm
Underlying distribution -- John May -- 4 Jun 02, 4:25 am
Was this written by John May? -- Math Boy -- 4 Jun 02, 7:54 am
A guess -- Rusty Starfish -- 4 Jun 02, 8:03 am
hockey totals -- ricky -- 4 Jun 02, 5:17 am
soccer vs hockey -- Math Boy -- 4 Jun 02, 7:59 am

 


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