New Volatility Clustering In The S&P500

Posted on Mi 01 August 2007 in misc • 1 min read

  • ATS
  • Neural Nets
  • Trends tags: [] meta: _aioseop_keywords: Volatility, Indices, Markets, S&P500, $SPX, Clustering, Timing podPressPostSpecific: a:6:{s:15:"itunes:subtitle";s:15:"##PostExcerpt##";s:14:"itunes:summary";s:15:"##PostExcerpt##";s:15:"itunes:keywords";s:17:"##WordPressCats##";s:13:"itunes:author";s:10:"##Global##";s:15:"itunes:explicit";s:2:"No";s:12:"itunes:block";s:2:"No";} dsq_thread_id: '2317877295' author:

S&P500 Volatility Chart 073107Here’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!