Best indicator to measure volatility ?

Discussion in 'Technical Analysis' started by Saxio, Mar 13, 2021.

  1. Saxio

    Saxio

    Which Indicator to measure volatility ?
     
    murray t turtle, .sigma and tayte like this.
  2. Justrade

    Justrade

    dependent on the asset
     
    murray t turtle likes this.
  3. VIX
     
    KCalhoun likes this.
  4. .sigma

    .sigma

    What volatility do you want to measure? There’s like 15 different vols on any given instrument
     
  5. zghorner

    zghorner

    ATR...not to be confused with ATM.
     
    .sigma likes this.
  6. .sigma

    .sigma

    if the OP means histvol yes, which I’m assuming he means. ATR for a QnD’ method and Bollinger bands for visually seeing 1-2 st dv moves.

    but more so than anything else, I pay close attention to the range of the day. Comparing the ranges of “x” past days and relatively analyze any abnormalities. Also will add a volume component and compare the accompanies volume with the range in question. Comparing longer term ranges with fractal shorter term swings. I feel like the growth of range analysis is still in its infancy and has potential to grow, there’s so many ways software developers can create visual representations of ranges. Looking forward to new advancements as historical vol/range/st.dev/risk of the UI has been a huge focus in my forecasts.
     
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  7. newwurldmn

    newwurldmn

    for what purpose
     
  8. taowave

    taowave

    Your PnL...
     
    murray t turtle, dennis86 and .sigma like this.
  9. treeman

    treeman

    Atr, by definition.
     
    #10     Mar 14, 2021