S&P500 Volatility Timing Model

Jun.07, 2007 in Algorithmic Trading System, Excel, Neural Nets, Trends

I’m still testing out my S&P500 volatility timing model but initial results are looking good. On a weekly basis, the overall market volatility has been increasing across the board. The sudden upswing over the past two days seems to be repeating historical patterns and we might see more sell off if the indicator crosses over the 0.00 level.

[tags]S&P500, Volatility, Excel, Model, Algorithms[/tags]

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