K kalzayani Oct 5, 2005 #11 Quote from arnaud: I added the "volatility" in percent (High-Low)/low : http://www.mataf.net/en/analysis-volatility.htm But I think it's not important, most of traders buy and sell 100k contract. The variation in pip or $ seems most important. (excuse my poor english) More... Excel has a function called stdev(Array) use close(t)/close(t-1) of over 100 days say then the function stdev (Of those fugures) GL
Quote from arnaud: I added the "volatility" in percent (High-Low)/low : http://www.mataf.net/en/analysis-volatility.htm But I think it's not important, most of traders buy and sell 100k contract. The variation in pip or $ seems most important. (excuse my poor english) More... Excel has a function called stdev(Array) use close(t)/close(t-1) of over 100 days say then the function stdev (Of those fugures) GL
L late apex Oct 5, 2005 #12 Quote from arnaud: I added the "volatility" in percent (High-Low)/low : http://www.mataf.net/en/analysis-volatility.htm But I think it's not important, most of traders buy and sell 100k contract. The variation in pip or $ seems most important. (excuse my poor english) More... Arnaud, Your English is perfectly fine. Didn't realize from your first reply that it's you who is the author of that website. Really nice, precise, up-to-date work on volatilites, correlations, etc... appreciated by many, I'm sure. Welcome to ET!
Quote from arnaud: I added the "volatility" in percent (High-Low)/low : http://www.mataf.net/en/analysis-volatility.htm But I think it's not important, most of traders buy and sell 100k contract. The variation in pip or $ seems most important. (excuse my poor english) More... Arnaud, Your English is perfectly fine. Didn't realize from your first reply that it's you who is the author of that website. Really nice, precise, up-to-date work on volatilites, correlations, etc... appreciated by many, I'm sure. Welcome to ET!
