IFTA2020: Using Volatility to Determine the Trend of Securities and Markets

We often think about vola­ti­li­ty in terms of risk. High vola­ti­li­ty is syn­ony­mous with ris­ky invest­ments. But what if we were able to use vola­ti­li­ty as a trend indi­ca­tor? Given that each secu­ri­ty has it’s own levels of vola­ti­li­ty, we’d have a metric which auto-tunes to the secu­ri­ty we are analysing.

In this pre­sen­ta­ti­on, Mathew will explain how we can use vola­ti­li­ty to iden­ti­fy chan­ges in trend—based on a 1990’s technique—and how that can be used to pro­du­ce some uni­que breadth mea­su­res. He’ll finish up with a full quan­ti­ta­ti­ve ana­ly­sis of the techniques.

Mathew Ver­douw, is the CEO and Foun­der of Optu­ma, and has been living and breathing Tech­ni­cal Ana­ly­sis for over 24 years. As a Com­pu­ter Sys­tems Engi­neer, he wro­te his own TA plat­form, which has been used all over the world from pri­va­te trad­ers to major firms.

More recent­ly, Mathew has beco­me the only per­son in the world to teach the latest cur­ri­cu­lum of all three levels of the CMT pro­gram. His broad expo­sure to Tech­ni­cal Ana­ly­sis and his engi­nee­ring back­ground has led to many new insights and brand new ways to model ana­ly­sis. Mathew is a staunch belie­ver that the­re are still many new dis­co­veries to be made in the area of Tech­ni­cal Ana­ly­sis and that Tech­ni­ci­ans should be at the fore­front of all quan­ti­ta­ti­ve development.

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