I've been meaning to toss this out there for a few days. What do people think about the change in FNM intraday since 2/26?
The intraday chart seems to indicate a pretty dramatic, immediate and strangely compressed increase in short term volatility starting the morning of the 26th before the big selloff had began. It's pronounced enough that it really jumps out you looking at say a 5 minute chart when comparing pre 26th to post 26th data, and hasn't changed since
I can't find much of a historical analog for it, nor does the volume seem to explain it
The intraday chart seems to indicate a pretty dramatic, immediate and strangely compressed increase in short term volatility starting the morning of the 26th before the big selloff had began. It's pronounced enough that it really jumps out you looking at say a 5 minute chart when comparing pre 26th to post 26th data, and hasn't changed since
I can't find much of a historical analog for it, nor does the volume seem to explain it