He aha ka volatility? He aha ka volatility, a no ke aha la ka mea pono?

He aha ka volatility? Kēia manawa pili ia i ka variability o kala. Inā ka pakuhi, e hooholo i ka palena iki, a i kā mākou kumukūʻai no ka haawiia manawa, o ka mamao ma waena o ka mau loina o ka laulā o ka variability. 'O kēia ka volatility. Inā ke kumukuai ikaika maoli he emi paha, i ka volatility e e kiʻekiʻe. Inā ka loli huahelu, e fluctuate i loko o kekahi wahi paiki huahelu, laila - haʻahaʻa.

Kumu o ka makahiki

Kaʻia "volatility" hele mai ana, mai ka «e yiaeaiiacaaeneiie» - Middle Palani hua'ōlelo, a, ma ka huli, i hele mai, mai ka Roma «volatilis» - «hookeai", "yiaeaiiacaaeneiie". Ua mea waiwai 'ana i kumumanaʻo i loko o Palani he mea he wehewehena okoa o volatility. Ua kēia manawa i haawiia i overstating i ka nui.

volatility kumumanaʻo

Kēia kumumanaʻo ua muli ma ka Ikepili o ka loli ma kekahi aneiai nā hoailona: hoihoi holo 'awelika, kala, a no laila, ma luna o. Kēia mea i loko o ka mooolelo loli 'ia ma luna o ka lōʻihi manawa. Ka hoʻoholo 'mea volatility, Econometrics hoomaopopo ka papa kuhikuhiE eiiiiiaiou elua. Ka mua - ka Ināhea i ka wā kumukuai fluctuation i wahi e like me kekahi mau kānāwai. Ka lua - ka volatility, ka wā o nā loli i moʻolelo kaulele. I ka pololei kilokilo i ke kulana, ia mea pono e noonoo ole wale i ka awelika cia, akā, i ka mea kakali ana i haiahū kūmau, mai ka awelika.

No ka laʻana, ma ka Ikepili o na securities makeke e lawe i ka mooolelo o ka huikau ka deviations o nā hoailona, e like me ka lilo o ke kumukuai koho, puu a me nā kālā mea paahana a ka lahui e kaukaʻi ma ka ka pilikia. ka volatility o ke kumumanaʻo hoʻomohala ma ka economist Amelika Robert Engle. He hoʻoholo i ka haiahū kūmau, mai ke au e hoʻololi me ka nui loa ma manawa - e hahai manawa ma manawa o ka hoʻololi iki a hiki i ka ikaika. Ka maoli volatility o ka iaaanu, ua hoʻohana lōʻihi manawa economists i loko o ke Ka Ikepili, wale kūpaʻa ki ina hana like ka nānā 'ana ma luna o ka kūpaʻa o keia anakahi. Robert Engle i ka 1982, ua ulu ka ÷, a hoʻohuʻu he ee iaaanu aey hohola volatility, ka mea, lilo iho la ia me a hiki i ka kilokilo kuai loli.

volatilityʻAno

E manao ana ia volatility, ia mea pono e hoailona oukou mau ano: mōʻaukala a me ka maikaʻi, waiwai. Historical wale - he ana like no ka maʻamau haiahū kūmau o ke kumukuai o ke kālā mea hana ma luna o ka haawiia mai au o ka manawa, a he pōpilikia ma luna o ke kumu o ka mea i loaʻa 'ike e pili ana i kona waiwai. Inā mākou e kamailio e pili ana i ke kakali ana i kuai volatility, keia anakahi he pōpilikia ma muli o ka kālā waiwai o ka mea hana ma muli o ka mea mahuʻi i ke kuai kumukuai Hōʻike 'ka Loaʻaʻia ka pilikia.

Ke kuai E lawe i helu ole wale ke kuhikuhi akā, i ka wā no i ka mea, he loli, e like me ka mea e loli ai ka pahiki i ke kumukuai o ka waiwai aku i ka waiwai, noho pilikia no ka mea i komo. E hoonoho i ka mooolelo market volatility i mau, mea, Ua pono, e hoʻomaulia i ka volatility o ka holoholona 'inideka.

Pehea a me ke kumu o ka volatility ua ana

Ke easiest ala e hooholo i kēia 'inideka me he anakahi o ka hae haiahū kūmau a me ka hoʻohana' ana o ka oiaio kumukuai huahelu - ATR. Ka mua ka mea, e hooholo i ka awelike cia no kona volatility o ke kālā paʻa no ka lōʻihi manawa manawa, a laila, i loko o ka Ikepili pono kauo hiʻohiʻona a me ka awelikaʻikena volatility.

Hookupaa ia ia kuai volatility, ia mea pono e kālailai i ka Loaʻaʻia ka puka waiwai o ke kālā paʻa. A hiki aku i ka uku o ka loli o nā kumukūʻai ma ka pae kiʻekiʻe, a pela i ka laha mea liʻiliʻi, laila mākou i ke kamailio e pili ana i ka ka puka waiwai kiʻekiʻe. Ua mea waiwai 'ana i kumumanaʻo i ka nui kiʻekiʻe o ka volatility pili me ka nui kamepiula, e like me ka mea aiiay mea "hooki poho" mea nui, a me ka hoi hoʻomāhuahuaʻia poho.

Bollinger poe hao wale

E visualize mea i ka volatility, oe e hoʻohana i informative anakahi - Bollinger auka e paa ai. He kokoke mai i ka wai no lakou i ke kala, me ka nui loa Hoʻonui i ka pono ka wā e snaps loli. Inā ka hāpana mea i loko o kekahi wahi paiki huahelu, ka mea e hōʻike i ka hoʻomaka o ka lucrative kalepa ae la lakou, akā, e pono ke kuai a hoʻomanaʻo aʻela lākou iʻano pinepine ia breakdowns hiki e wahahee. A hiki mākou hoakaka i kaʻawelike cia o ka volatility o ke kālā hui o ka lā, ua hiki ia ma ua loaʻa kela la i keia palena iki paha i kā mākou lawe i kēia huahelu, a ho'ōla kiʻi i ka pahu hopu o ka lawe ana ka puka waiwai, a me ka mea hoʻonoho mea "hooki poho".

No ka laʻana, ina e lawe i mooolelo ia o ka paʻa o ka lā 'ana hele i loko o hoʻokahi haneri kumu, laila,ʻaʻole nō he pono, e kau i ka "holo ana pohō" i ka mamao o elua haneri a me ka mea, i ole ano e helu i nui ka waiwai ma ka oi o ka awelika kela la i keia huahelu. Inā mākou e kālailai i ke kumukuai kamepiula ma ka kālā aha kanaka, a laila, no ka mea hoike, i ka i ka ho omaulia e lawe i ka mooolelo o ka volatility o na mahele mea,ʻaʻole hoʻi i ke kaʻina o nā kumukūʻai, a me ke kaʻina o nā hoʻololi pili. Pela ia mea hiki ke hoʻokō nui comparability o kekahi mau waiwai. No ka laʻana, ka mea hou puu i e umi hoonui a me ka kulu i ka waiwai e lilo aku, no laila, nui ka volatility o ka mahele, me ka hoʻohana 'loa nā loina mea hiki ole. Eia kekahi, i ke kaʻina o ka pili loli Ua oi ka pilina paʻa i loko o ka hoohalike i kona kaulana waiwai a me ka hakaka i wahi wā like me ka mea ia nā hoailona i ole ua kālailai kumukūʻai. Ma kekahi hihia, e like me ia olelo i manaoio.

volatility nā hoailona

I loko nō o ka mea i nui? Aaiuo Hana-oaio? A hoʻopaʻapaʻa wale i ka volatility o ke kālā mau Hōʻike maikai ka puka waiwai o ka hana, mai hoopoina i ke kiʻekiʻe kiʻekiʻe o ka volatility - keia mahuahua kamepiula. Ma ka yiaeaiiacaaeneiie mau loaa a hiki huli koke, a e māhuahua me ka nui loa poho. E emi na ka pilikia, oe e mau ke hoʻohana i ka mea "hooki poho", a hiki ina ke kuai hele i loko o ka lima o ka waiwai, a me ka olelo ole e pili ana i hiki poho. Ma ka Forex market volatility nā hoailona i ka Bollinger Naapo, no ka CCI, nā hoailona Chaikin. Nō hoʻi ma ka hoʻohana a me ka maʻamau haiahū kūmau kiko'î a me nā hoailona.