Rebel Traders™ Podcast - Stock Market Trading Strategies, Insights & Analysis with Sean Donahoe & Phil Newton · Trade Canyon, Inc. - Smarter Traders Live Here®
RT277 - Volatility Ripples
·41 min·1 clip
Price volatility on a day-to-day basis is contracting quite dramatically—about 40% of a typical day compared to two months ago.
As heard by us
As volatility compresses into shorter windows, the old 30-day read starts to look less complete.
Volatility Ripples follows Sean Donahoe and Phil Newton as they move away from the familiar 30-day VIX and toward shorter-term reads, including the nine-day and one-day measures, to ask whether near-term activity is better captured by faster gauges than by the older 30-day…
Why you'd press play
You want to read the market through 9-day and 1-day volatility, not just the 30-day VIX.
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