Claims of unprecedented low volatility in the last two years are frequently made in financial media and blogosphere. Below are two indicators to investigate the validity of such claims.
Note that claims of unprecedented low volatility in previous years have also been made in support of various other arguments about trading and investing. These claims are usually made by people with limited experience and analysis skills, or “trolls” in social media. In many cases, many of these individuals have no idea what the terms they are using actually mean but use them in an attempt to impress other clueless individuals and gain their attention.
Disclaimer: No part of the analysis in this blog constitutes a trade recommendation. The past performance of any trading system or methodology is not necessarily indicative of future results. Read the full disclaimer here.
Charting program: Amibroker
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