Eurex Intraday Volatility Forecast

Has anyone used this tool, from deutche börse (https://www.mds.deutsche-boerse.com/mds-en/data-services/analytics/intraday-volatility-forecast)?

 

Looks like the Don Fishback Odds volatility cone in metastock.

 

How it´s similar? I am thinking of buying... Do you use Don Fishback Odds volatility cone in metastock?

 

Many different versions of the same thing.
The "Value-Added" here is of two parts:
1) they're going to plot the 'when' of forecasted market-moving events right on the chart, and
2) they're going to add their estimate of events' vol impact.

Technically, "no great shakes," but the value-added part? Right from deutsche-boerse.com? Yeah -- could be worth it, easily. (First-blush impression....) But a non-exhaustive search did not reveal any pricing.

 

I have used it, sold options outside the cone when set to two standard deviations. They are calculating historic volatility and then projecting a two standard deviation or whatever projection into the future.

 

Yes, no info about price

 

Is it worth? If a black swam event happens, still worth?

 

it is not infallible but it is a 94.3% chance and you can buy a one tick option as hedge e.g credit spread

 

Interesting... I will see then... In terms of rentability per year, how much do you do?

 

What do you mean?