FOREX QUANT

August 21, 2007

Volatility is back! :-)

Filed under: Uncategorized — by TraderMade @ 2:45 am
Tags: , , ,

Dear valued partners of Risenberg,
after a contraction in intraday volatility since the begining of 2007 on all major pairs, we are now observing a convincingly increasing volatility.
Using a 15 bars Average True Rrange (ATR) on 15minute chart, then putting a 100 bars Simple Moving Average off the ATR readings, we can observe a significant increase in intraday volatility.
This phenomenon is seen across all forex pairs, including pairs we are now trading using the RiVER system: the Brit Pound, Euro, Canadian, and the Swissie.

Volatility was very low during November 2006 – July 2007.

And this is the reading we have been having for several weeks now.

A very good news for us.
This should be a favorable condition for the business.
Wish us luck!

(*)

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