Volatilityswings

Optuma Forums Optuma General Discussion Volatilityswings

  • This topic has 2 replies, 2 voices, and was last updated 2 weeks ago by Kim.
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  • #64459
    Kim
    • Topics: 16
    • Replies: 19
    • Posts: 35

    I’ve been trawling through old blogs and videos seeking inspiration and came across Mathew Verdouw’s July 2016 blog on “volatilityswing”, which looked very interesting and spoke of future blogs on the topic.

    Sadly, I haven’t been able to find anything substantial on Volatilityswings anywhere else. Did the idea not live up to expectations or am I just no good at searching?

    Thanks

    #64587
    Mathew
    • Topics: 40
    • Replies: 1,944
    • Posts: 1,984

    Hi Kim,

    The only  other one I can think of is the Volatility Breadth article here https://www.optuma.com/volatility-breadth/

    Usually, I go through seasons. Sometimes I am fully focused on programming (like right now) and many things on the development boards get cleared. Other times I’m focused on research and writing. Hopefully I’ll get back to that and finish the articles I had started.

    All the best

    Mathew

    1 user thanked author for this post.
    Kim
    #64619
    Kim
    • Topics: 16
    • Replies: 19
    • Posts: 35

    I’ve been playing with it some more and can’t make sense of the outputs from a script. For example AAPL is currently at Swing 12 and its previous was F-11. PYPL is currently at swing P-9.

    As per the idea in the article, I’d like to check for failed/potential swings, but using the BarLabel dot notation only the swing number is displayed, not the F or P.

    Also, I’m not sure how to use offsets.

    Using the above code, v1 and v1[1] give the same result (12 for AAPL and 9 for PYPL)

    Any chance I can get very brief descriptions of each of the dot notations and their expected outputs?

    It’d be great if the Knowledge Base page (https://help.optuma.com/kb/faq.php?id=474) could be updated too.

    Thanks again

    Kim

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