A topic for traders. - page 183

 
Evgeniy Chumakov #:

Need to dilute the thread!

To continue the topic of relative hourly volatility of currency pairs:

This is what relative hourly volatility looks like for the EURUSD pair.

The histogram is stable and does not change over time, i.e. the bars will remain in this position with respect to each other even after a week, a month, a year ...


What's in the bottom picture?

I decided to plot the sum of this volatility from 00:00 to 23:00 and the boundaries of the cocoon for this sum (cocoon = abs_sum/n).

What is interesting is that at 08:00 the sum exactly corresponds to the negative value of the lower deviation ( cocoon = 3 * [abs_sum/n] ) and then reverses to an increase in volatility.

What are the conclusions? Can't formulate ....

Pillars are yes, that's what decides everything
 
Vladimir Baskakov #:
Pillars, yeah, that's what decides everything .

Really? That's... Wow...

 
Dmytryi Nazarchuk #:
Peak trading activity for the pair is at the opening of the European and US sessions. New! Fresh !


Didn't claim to be a discovery in the first place! ;))

 
Maxim Kuznetsov #:

two things :

One - when you invent new terms, give them definitions. What is "relative volatility"? Apparently something that can take negative values :-)


I did not invent anything actually!

But if something is not clear to you - look for my thread where I did this research, it's all there.

 
Evgeniy Chumakov #:


I didn't invent anything, actually! But if you don't understand something, it's not my problem, look for my thread where I did this research, it's all there.

We're all going to look for it now.
 
Vladimir Baskakov #:
Now we're all going to go looking


Really? Wow, I really wasn't expecting that))

 

Sitting down for a bottle of high-end cognac.

The correlation of price - portion in a shot glass is huge)

 
Who said what, but the starter still has Friday :-)
 
Maxim Kuznetsov #:
Who said what, but the starter is still Friday :-)

You're still only entitled to a three-star on major holidays)

 
There would be no reason to write about the waves if they were generating tangible income.