Tags » Volatility

Standard Deviation-SuperTrend Strategy

Standard Deviation is a common statistical calculation that measures volatility. Supertrend is a trend following indicator which can be used to identify upward or downward trends. 63 more words

Products

XRP: What about Volatility?

I love roller coasters! I rode my first coaster at the age of 5 and still remember it to this day. The Orient Express at World’s of Fun in Kansas City, MO, opened my eyes to a world of thrills and excitement that I continue to enjoy. 1,568 more words

Volatility and Interest Rates

By Tom McClellan


February 23, 2018

Why is the VIX spiking now?  Because now is when it is supposed to do that.

Volatility and interest rates have an interesting relationship, going back many years.  646 more words

Guest

Will US Treasury 10Y Yield Stop At 3%? (4 Fed Rate Hikes Unlikely) - Reverse Limbo Rock

To paraphrase Chubby Checker, “How High Will It Go?” That is, how high will the 10 year Treasury yield rise and how high will 30 year mortgage rates rise as well? 249 more words

US Treasury 5Y Auction Nets 2.66%, Highest Since December 2009 (TYVIX Vol Remains Subdued)

(Bloomberg) — $35b auction was awarded at 2.658%, matching the When Issued (WI) yield at bidding deadline, highest 5Y auction stop since 2.665% in December 2009; compares with 2.434% in January. 82 more words

Fed Officials Marked Up Growth, Inflation Outlook in January -- Economic data bolsters central bank officials’ plans

Economic data bolsters central bank officials’ plans to keep raising short-term interest rates this year

Jerome Powell was sworn in as the newest chairman of the Federal Reserve on Feb. 1,052 more words

Creating a Table of Monthly Returns With R and a Volatility Trading Interview

This post will cover two aspects: the first will be a function to convert daily returns into a table of monthly returns, complete with drawdowns and annual returns. 890 more words

R