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Volatility statistics?

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Re: Volatility

Does anyone know where I can find stats on volatility?
Thanks
Sorry for the delay in replying, Johnson, your nightly check for a reply, since August 2004, is appreciated I am sure by Joe.

When I read your post I had difficulty in understanding your question. A bit like asking how long is a piece of string.

Nonetheless when I look at volatility worldwide I look at the VIX.

Via Yahoo.

Free.

http://au.finance.yahoo.com/q?s=%5EVIX

Our boffins will interpret it for you.

For me when it's high I'm scared.

gg
 
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Re: Volatility

Crikey, I hope the OP wasn't holding their breath!

Just an addition, as I was recently reading a study using the VIX (which is just one type of volatility measure) in simple models (or systems) in an "on/off" manner with great success.

I see a lot of people these days talking about "going to cash" type systems (in my opinion, the appeal has a lot to do with the GFC still being felt), and why not? Worth exploring.....

Whilst I'm undecided about using such tools as, "sell the portfolio" indicators, I am interested in using them as "permission to buy" indicators.
 
Joined
Jan 2, 2006
Posts
10,054
Reactions
1,788
Re: Volatility

Crikey, I hope the OP wasn't holding their breath!

Just an addition, as I was recently reading a study using the VIX (which is just one type of volatility measure) in simple models (or systems) in an "on/off" manner with great success.

I see a lot of people these days talking about "going to cash" type systems (in my opinion, the appeal has a lot to do with the GFC still being felt), and why not? Worth exploring.....

Whilst I'm undecided about using such tools as, "sell the portfolio" indicators, I am interested in using them as "permission to buy" indicators.
Thanks systematic.

"Permission to buy" encapsulates the Vix for me.

A good concept.

gg
 

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