Forex is boring..

Discussion in 'Forex' started by sakhter, Oct 5, 2009.

  1. ALL prices posted are within two sigmas on 1M implied vol. Fully 5/8 (63%) of your levels are within 2 sigmas on 7-day implied vol, which is really convenient for your skeptics. Stat-vol will give you the same output within a few pips.

    9% vol on 1W duration
    10% vol on 1M duration





    IV data courtesy of Thomson/IFR
     
    #131     Oct 10, 2009
  2. euclid

    euclid

    That's amazing. I've just plotted these and noticed that every single reversal is within 200 pips of at least one of these levels. :eek:

    Incredible. Thanks for sharing.
     
    #132     Oct 10, 2009