Volatility Ticks Min, Average, Max and 68% Dev for last 5,10,15,20,40,60,90 days
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 9-SEP-2010
 
There are two ways to use volatility: 
  a) Avoid entering a trade if the current volatility is greater than 90 day average plus 90 day 68% Dev
  b) Increase stop if current volatility is greater than stop
  c) Use an overlay with more days if average volatility is greater then octant
 
$ value of volatility = volatility ticks * $/tick
 
      $/tick  --------- 90 days ---------*------- 5 days -------*------- 10 days ------*------ 15 days -------*------ 20 days -------*------- 40 days ------*------ 60 days -------*
                Min    Avg    Max    Dev *    Min    Avg    Max *    Min    Avg    Max *    Min    Avg    Max *    Min    Avg    Max *    Min    Avg    Max *    Min    Avg    Max *
              ---------------------------*----------------------*----------------------*----------------------*----------------------*----------------------*----------------------*
 
 
 
 
Date of creation:  9-SEP-2010 13:41:00.71