FTSE Mib Futures solointraday - Cap. 3

[mr. takeprofit]

appuntamento alle 09.05,01"

ci sarò

 

[Tier1]

vola

Is the bullish market creating a volatility anomaly? - New paradigm or short
term anomaly?
In these last few days we are seeing an “inverse” relationship between spot and
implied volatility. In normal market conditions as market moves up the
volatility tends to decrease inversely. In the last 3 days, though, both the
spot and volatility on the S&P500 have been moving up. Some are talking about a
new paradigm, but actually the only paradigm is a current low volatility
environment combined with a flow of investors buying upside calls provided by a
bullish market sentiment.
Some of the explanations lead to investor concerns for potential downside
corrections. Upside calls provide upside exposure while limiting a potential
correction. A second reason may also be a simple technical effect: with
volatility so low, even if spot keeps increasing, the implied volatility does
not move down further.

 

[solointraday]

Is the bullish market creating a volatility anomaly? - New paradigm or short
term anomaly?
In these last few days we are seeing an “inverse” relationship between spot and
implied volatility. In normal market conditions as market moves up the
volatility tends to decrease inversely. In the last 3 days, though, both the
spot and volatility on the S&P500 have been moving up. Some are talking about a
new paradigm, but actually the only paradigm is a current low volatility
environment combined with a flow of investors buying upside calls provided by a
bullish market sentiment.
Some of the explanations lead to investor concerns for potential downside
corrections. Upside calls provide upside exposure while limiting a potential
correction. A second reason may also be a simple technical effect: with
volatility so low, even if spot keeps increasing, the implied volatility does
not move down further.

Tanto gentile e tanto onesta pare
la donna mia quand’ella altrui saluta,
ch’ogne lingua deven tremando muta,
e li occhi no l’ardiscon di guardare.

 

[xgil]

mi sa che sul nostrano chi spinge up , o shiort e sempre lo stesso fondo. percio fa quello che vuole.

 

[solointraday]

ci sarò

...

 

[solointraday]

ciao,

grazie per l'invito, ma qualche post ogni tanto mi basta e mi avanza...

grazie a te purple

 

[solointraday]

se non fossi bannato direi che alle 18 si è creato un sell signal sullo s&p 30 min con stop sul max di oggi

 

[Tier1]

Tanto gentile e tanto onesta pare
la donna mia quand’ella altrui saluta,
ch’ogne lingua deven tremando muta,
e li occhi no l’ardiscon di guardare.

ti sei iscritto al circolo Dante?

 

[ironclad]

usdyen
di più non posso dire perchè in ban

questo è un settimanale mica un pipì-popò di TF a contatto con la shiff

 

[ironclad]

stamani c era qualcuno che voleva l'indicatore ecco lo zip delle due versione che uso io + altri indicatori a gratis, però consiglio prima di prendere dimestichezza con la mt4 e leggere qualcosa a riguardo di Pitchfork.