Volatility

[Rorschach_test]

Hi folks,

how do you pros monitor volatility?for e.g.,i do it via the margin reqs.so the lower the margin,the less volatile the instrument.

but how would you monitor volatility for the currency pairs?

thx

 

[wrbtrader]

Quote from Rorschach_test:

...but how would you monitor volatility for the currency pairs?

thx

Many ways to monitor volatility in currency pairs.

Yet, the easiest is probably just use Google and use any free resources that already does it. I selected the following at random from Google because they are listed at the top. Simply, I do not know if the info will be useful or not to you.

http://fxtrade.oanda.ca/analysis/currency-volatility

http://www.investing.com/forex-tools/volatility-calculator

http://www.myfxbook.com/forex-market/volatility

 

[nazzdack]

Quote from Rorschach_test:
----monitor volatility?
----margin req's.
----lower the margin, the less volatile the instrument.
----how would you monitor volatility for the currency pairs?

1) Margin changes occur "after the fact". :eek:
2) I keep an eye on the implied volatility and sigma.

 

[Rorschach_test]

Quote from wrbtrader:

Many ways to monitor volatility in currency pairs.

Yet, the easiest is probably just use Google and use any free resources that already does it. I selected the following at random from Google because they are listed at the top. Simply, I do not know if the info will be useful or not to you.

http://fxtrade.oanda.ca/analysis/currency-volatility

http://www.investing.com/forex-tools/volatility-calculator

http://www.myfxbook.com/forex-market/volatility

wrbtrader,thanks for the links.i suppose,the second hourly table is in GMT+0 time,which i next should add or substract my time zone to?

http://www.investing.com/forex-tools/volatility-calculator

 

[Rorschach_test]

Quote from nazzdack:

1) Margin changes occur "after the fact". :eek:
2) I keep an eye on the implied volatility and sigma.

hi nazzdack,the implied volatility and sigma is something related to the options trading.i`m far from it.what i want is some sort of statistic.something like this,for both currencies and commodities:

http://www.investing.com/forex-tools/volatility-calculator

 

[nazzdack]

Quote from Rorschach_test:
----nazzdack....
----sigma....
----something related to options trading.
----i'm far from it.
----i want some sort of statistic.
----something for....

...... that would be sigma! :eek:

 

[Handle123]

Quote from Rorschach_test:

Hi folks,

how do you pros monitor volatility?for e.g.,i do it via the margin reqs.so the lower the margin,the less volatile the instrument.

but how would you monitor volatility for the currency pairs?

thx

Each instrument is unique to itself, the EUR/USD is diff than the MXN/NZD, so I use Bollinger Bands 20, ??? backing testing every month to give me best standard dev when volatility is too great so I know when to stop trading.

I do use increase of margins but they might change first targets of longer term positions.

 

[Rorschach_test]

Quote from Handle123:

Each instrument is unique to itself, the EUR/USD is diff than the MXN/NZD, so I use Bollinger Bands 20, ??? backing testing every month to give me best standard dev when volatility is too great so I know when to stop trading.

I do use increase of margins but they might change first targets of longer term positions.

what do you mean volatlility is too great according to BB?