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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