When picking stocks for intraday trading, select highly liquid stocks with substantial trading volumes to ensure easy entry and exit, and look for stocks exhibiting volatility to capitalize on short-term price movements. Additionally, use technical analysis to identify clear patterns and trends, and s...
M. (2012). Intraday dynamics of volatility and duration: Evidence from Chinese stocks, Pacific-Basin Finance Journal, 20, 329-348.Liu C,Maheu J M.Intraday dynamics of volatility and duration:Evidence from the Chinese stock market. . 2010...
measured by the implied volatility of 30-day S&P 500 options contracts. The VIX generally rises when stocks fall, and declines when stocks rise. Also known as the “fear index,” the VIX can be a gauge of market sentiment, with higher values indicating greater volatility and...
Additionally, the results also show that natural gas is least correlated with other assets in our sample duration, which once again highlight the superior performance of UNG over other ETFs. Next, Fig. 1 illustrates intraday volatility patterns of US financial markets during the sample period. It...
This is because the daily conditional volatilities obtained from the GARCH model usually perform better to fit the true volatilities of financial assets than the squared returns (Besides the GARCH model and squared return, the realized volatility, which is obtained from intraday high-frequency data, ...
Volatility is concerned with the amount of risk/unpredictability in the size of changes in a security’s value. If it has a high volatility the value could be spread over a large range of values.Ideally, short-term trades require volatile stocks....
The alerts are designed for INTRADAY operations, for the moment only with technical patterns, that is to say at the end of the day it is recommended to close them, in the future no one can know. The alert consists of the following: Can be BUY or SELL. The id of the stock, always ...
The Dow dropped 1,000 points and the S&P 500 had its worst day since 2022 on Aug. 5 as investors feared the Federal Reserve was too late to cut interest rates and the economy was slipping into a recession. A hedge fund currency trade unwind added to the ...
Gold prices climbed on Tuesday after hitting an all-time intraday high on Monday, asanalysts saidthe precious metal had entered a "new bullish phase." "Central bank buying, rising U.S. debt and a potential peak in the U.S. dollar" will continue to support prices, Paul Wong, market stra...
heterogenous autoregressive (HAR) models of Bollerslev et al. (2016) implemented in R to forecast the intraday measure of realized volatilty in select US stocks - jacob-hein/HAR-models-forecasting-realized-volatility-in-US-stocks