Australian (ASX) Stock Market Forum


  1. wayneL

    Long Volatility as an Investment

    Those of us involved with options are aware, or should be, about the intrinsic vector of the pricing of volatility. A few months ago I briefly mentioned the investment strategy known as the Hawk and The Serpent, as proposed by Chris Cole of Artemis Capital Chris' thesis is having a strategic...
  2. Newt

    2017 - The Year Volatility Died

    Found this an interesting read. Linda Raschke is always talking about markets alternating between high and low volatility. Yikes, may be time to fasten seatbelts and buy some Bear Hedge ETFs! Has certainly been fascinating watching the VIX...
  3. Gringotts Bank

    Rate of change & volatility (society)

    Rate of change is accelerating - have you noticed? Volatility too. In all aspects of life. Especially noticeable in politics, the medias, public mores/attitudes/expectations, the workplace, building and infrastructure. Nothing is considered stable. Things that used to rotate every...
  4. darkhorse70

    Keep getting smashed on volatile sideways ranges (E-Mini S&P 500)

    Quick question for anyone trading the futures markets. On ninja trader while i sim trade the emini sp500, I do well on strong trending markets with strong momentum breakouts. I try to figure out what type of market its going to be that day but i keep getting hammered when the contract volume...
  5. N

    Sell options when volatility high? misleading?

    "sell options when volatility high?" Is'nt the above misleading? because from what i just read.. when volatility decreases the ITM options will gain delta moving towards 100 and OTM options will loss delta moving towards zero. If today I sell ITM options when volatility is high and tomorrow...
  6. Dominover

    Volatility and the Equity Markets - Books?

    Hi Could anyone recommend any good books on volatility and the equity markets. I'm particularly interested on the many ways that that volatility can be applied in a market analysis context. Also terms such as Volatility Skew and any related topics. Ideally I would like to get this all in...
  7. C

    Screening for volatile stocks

    I have Metastock and would like to screen the ASX300 to find stocks that are more volatile than the index or more volatile than the rest. I read somewhere that in the US all stocks have a volatility rating of some kind and you can use this to get the most volatile US stocks. How can I do this...
  8. wayneL

    The Volatility Cone

    I will post the excel spreadsheet I'm working on here and we can discuss how to use a volatility cone. As a primer here is a bit of blurb from amex (one of the US options exchanges) ... and a reminder that you can access IV/SV charts via this link...
  9. wayneL

    SPX/Nasdaq Volatility Analysis

    Hi Folks I thought it might be interesting to post a weekly volatility repert on the US indicies to see if we can spot any option trading opportunities. So here it is: ************* This report is for the week ending 7 July 2006. The Volatility Report seeks to examine the volatility...
  10. J

    Volatility statistics?

    Does anyone know where I can find stats on volatility? Thanks