Intra Day Volatility

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jacs6401

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With this idea in mind, we ran a screen. We began by screening the large-cap sector for low-volatility stocks, with average intra-day volatility over the last month under 2% (meaning, on average, these stocks have traded within a 2% range each day).
May 23, 2012 at 06:19 | Source: Seekingalpha.com
a move which could ease intra-day rupee volatility by increasing market liquidity and giving banks more time to cover big orders. Previously, banks could not exceed their overnight limit, although some larger banks had already been allowed by ...
May 10, 2012 at 08:50 | Source: Reuters India
VIX volatility index futures tapped four month highs intra-day. The spike comes on the heels of more negative headlines out of Europe and Greece. The fear is being magnified by the JPMorgan trading debacle, as fear grips the financial sector. Market fears ...
May 14, 2012 at 15:05 | Source: StreetInsider.com
Mumbai, May 24 (PTI) Reserve Bank of India''s (RBI) measures to curb the volatility in the rupee paved the way for it to recover today by 35 paise to close at 55.65 against the US currency, despite touching a life-time intra-day high of 56.38 at late ...
May 24, 2012 at 12:37 | Source: MSN India
There's resistance between 9,400 and 9,600. Intra-day volatility has risen after the breakdown. The news flow out of Europe and the US will be influential and the Indian macro-economic numbers (IIP and WPI) have been poor. Earnings in Q4 have ...
May 15, 2012 at 05:24 | Source: Sify
"Most banks do not use more than 50 percent of available net open positions and intra-day limits currently because of volatility in the currency," said J. Moses Harding, head of the asset liability committee at IndusInd Bank. The RBI had already ...
May 10, 2012 at 07:53 | Source: Reuters India
5,057/bbl after touching an intra-day high of Rs.5,068/bbl on Monday. During the week, crude oil prices could remain susceptible to volatility on the back of discussions that are to be held with respect to sanctions on Iran. At the same time ...
May 22, 2012 at 06:20 | Source: MoneyControl.com
"The RBI intervention is definitely needed at these levels as the Rupee-Dollar pair has been losing close to 1.5 per cent intra-day and such volatility is a bad," he said. Other experts feel RBI's proposed open market operation (OMO) which is slated for ...
May 23, 2012 at 14:11 | Source: in.com
volatility, custom stress testing, and historical simulations. Imagine is used by the portfolio management team to monitor exposures, P&L and risk intra-day across both funds. Pensato uploads cash equity and CFD transactions directly from the fund’s ...
May 15, 2012 at 10:17 | Source: Business Wire
“Reserve Bank of India has taken some steps but it is for the bank to effectively intervene and stop the volatility of the Rupee ... today and plunged to a low of 56.18 in the intra-day, hitting a record low for the sixth session in ...
May 22, 2012 at 23:52 | Source: hillpost.in