New Volatility Clustering In The S&P500

Aug.01, 2007 in Algorithmic Trading System, Neural Nets, Trends

Here’s a snapshot of recent volatility in the S&P500. This chart is nothing more than a plot of the daily % change squared. Notice the clustering volatility spikes starting this past Thursday? Interesting stuff! FYI, I’m still waiting for the second BUY signal from my model!

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