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no_aha
9 พฤศจิกา 2019 เวลา 17 นาฬิกา 22 นาที

Multiple Rate Of Change 

Nifty Bank IndexNSE

คำอธิบาย

Convergence of Multiple period Rates of Change near the Zero line shows contraction in volatility.
Soon we can expect expansion in volatility.
Ideal strategy would be to buy ATM Straddles when different period ROCs converge near Zero line.
(Also check implied volatility of options before going for this strategy)
ความคิดเห็น
Zaninzera
Simple and Objective,thank you :D
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