Best Historial Volatitlty Indicator Guide

1. Muchidimbu che Historical Volatility Indicator

1.1 Chii chinonzi Historical Volatility?

Historical Volatility (HV) inhamba yezviyero zvekuparadzirwa kwezvidzoreso zvekuchengetedzwa kwakapihwa kana indekisi yemusika pane imwe nguva. Chaizvoizvo, inotara kuti mutengo weasset wakasiyana zvakadii munguva yakapfuura. Ichi chiyero chinotaridzwa sechikamu uye chinowanzoshandiswa ne traders uye vanoisa mari kuti vaone iyo ngozi yakabatana nechimwe chinhu.

1.2 Kukosha muMarike Markets

Kukosha kweHistorical Volatility kuri mukukwanisa kwayo kupa nzwisiso mukufamba kwemitengo kwapfuura kweasset, izvo zvakakosha pakuita sarudzo dzine ruzivo rwekutengesa. Kusagadzikana kwepamusoro kunoratidza kushanduka kwemitengo kwakakura uye njodzi ingangove yakakwirira, nepo kuderera kuderera kunoratidza kugadzikana uye kushomeka kwemitengo yekufamba.

1.3 Kuti Historical Volatility Inosiyana Sei neImplied Volatility

Zvakakosha kusiyanisa Historical Volatility kubva kuImplied Volatility (IV). Nepo HV ichitarisa mafambiro emitengo yakapfuura, IV inotarisisa kumberi uye inoratidza zvinotarisirwa nemusika zvekusagadzikana kweramangwana, kazhinji zvinobva pamitengo yesarudzo. HV inopa rekodhi yechokwadi yemafambiro emusika wekare, nepo IV iri yekufungidzira.

1.4 Zvikumbiro mukutengesa uye Investment

Traders kazhinji shandisa Historical Volatility kuongorora kuti mutengo weaset wakakwira here kana kuti wakaderera zvichienzaniswa nekuchinja kwayakaita kare. Ongororo iyi inogona kubatsira mukuita sarudzo nezve ekupinda nekubuda mapoinzi mumusika. Vagadziri vemari vanogona kushandisa HV kugadzirisa njodzi yepodfolio yavo, vachisarudza midziyo ine kuderera kusimba kune imwe nzira inochengetedza.

1.5 Mhando dzeHistorical Volatility

Kune akati wandei marudzi e Historical Volatility, anosanganisira:

• Yenguva pfupi Volatility: Kazhinji kuverengerwa pamusoro penguva senge 10 kana 20 mazuva.
• Kusagadzikana kwepakati-kati: Kazhinji kuyerwa pamusoro 50 kusvika 60 mazuva.
• Kwenguva refu Volatility: Kuongororwa kwenguva yakareba, senge mazuva zana kana kupfuura.

Mhando imwe neimwe inoshumira zvakasiyana zvokutengeserana nzira uye horizons mari.

1.6 Advantages uye Limitations

Advantages:

• Inopa yakajeka nhoroondo yemaitiro emusika maitiro.
• Inobatsira kune zvese zvenguva pfupi traders uye vatengesi venguva refu.
• Inobatsira mukuona nguva dzenjodzi huru uye kusagadzikana kwemusika.

Nokuremara:

• Kuitwa kwekare hakusi kuratidza mhedzisiro yeramangwana.
• Haina mhosva yezviitiko zvemusika kamwe kamwe kana shanduko.
• Inogona kunge isingashande mumisika ine shanduko yemaitiro.

2. Kuverengera Maitiro eHistorical Volatility

Iko kuverenga kweHistorical Volatility kunosanganisira matanho akati wandei, kunyanya achitenderera matanho ehuwandu. Chinangwa ndechekuyera dhigirii rekusiyana kwemutengo wekuchengetedza pane imwe nguva. Heino kupatsanurwa kwemaitiro acho:

2.1 Kuunganidzwa kweData

Chekutanga, unganidza iyo nhoroondo yemutengo data yechengetedzo kana index. Iyi data inofanirwa kusanganisira yemazuva ese ekuvhara mitengo pamusoro penguva yaunoda kuverenga kusagadzikana, kazhinji makumi maviri, makumi mashanu, kana zana mazuva ekutengesa.

2.2 Kuverengera Kudzoka Kwezuva Nezuva

Verenga zvidzoreso zvezuva nezuva, izvo zviri muzana shanduko mumutengo kubva kune rimwe zuva kuenda kune rinotevera. Formula yekudzoka zuva nezuva ndeiyi:
Daily Return = [(Today's Closing Price / Yesterday's Closing Price) - 1] x 100

2.3 Standard Kutsauka Kuverenga

Zvadaro, verenga kutsauswa kwemaitiro ekudzoka kwemazuva ose aya. Kutsauswa kwechiyero chiyero chehuwandu hwekusiyana kana kupararira mune seti yezvikoshi. Kutsauka kwepamusoro kunoratidza kushanduka kukuru. Shandisa yakajairwa kutsauka fomula inoshanda kune yako data set (sample kana huwandu hwevanhu).

2.4 Kuita gore negore Kusagadzikana

Sezvo kudzoka kwezuva nezuva kuchishandiswa, iyo yakaverengerwa kusagadzikana ndeye zuva nezuva. Kuita gore negore (kureva, kuishandura kuita chiyero chegore), wedzera kutsauka kwechiyero neskweya mudzi wenhamba yemazuva ekutengesa mugore. Nhamba yakajairika inoshandiswa ndeye 252, inova avhareji yemazuva ekutengesa pagore. Saka, iyo formula ye annualized volatility ndeye:
Annualized Volatility = Standard Deviation of Daily Returns x √252

3. Optimal Values ​​for Setup in Different Timeframes

3.1 Kunzwisisa Kusarudzwa Kwenguva

Kusarudza yakaringana nguva yakatarwa yeHistorical Volatility (HV) Indicator yakakosha sezvo ichipesvedzera zvakananga kududzira uye mashandisirwo echiratidzo mune dzakasiyana nzira dzekutengesa. Nguva dzakasiyana-siyana dzinogona kupa ruzivo rwenguva pfupi, yepakati-nguva, uye yenguva refu yekusagadzikana maitiro.

3.2 Nguva pfupi-pfupi

• Duration: Kazhinji inotangira pa10 kusvika ku30 mazuva.
• Application: Yakanakira kwenguva pfupi traders kufanana nezuva traders kana swing traders.
• Unhu: Inopa kukurumidza, kuenzanisa chiyero chezvino Misika kusagadzikana.
• Kukosha Kwakakwana: Nguva pfupi, semazuva gumi, inowanzofarirwa nekuda kwekunzwa kwayo kune ichangoburwa musika mafambiro.

3.3 Nguva dzepakati nepakati

• Duration: Kazhinji pakati pe31 ne90 mazuva.
• Application: Yakakodzera traders ine maonero epakati-kati, senge chinzvimbo traders.
• Unhu: Inoenzanisa kuterera nekugadzikana, ichipa maonero akatenderedzwa ekusagadzikana kwemusika.
• Kukosha Kwakakwana: Nguva yemazuva makumi matanhatu isarudzo yakajairika, inopa maonero akaenzana ezvichangoburwa uye zvishoma zvenguva refu maitiro.

3.4 Nguva yenguva refu

• Duration: Kazhinji mazuva 91 kana kupfuura, kazhinji 120 kusvika 200 mazuva.
• Application: Inobatsira kune venguva refu vatengesi vachitarisa pane yakakura musika maitiro.
• Unhu: Inoratidza maitiro ari pasi pekusagadzikana kwemusika kwenguva yakareba.
• Kukosha Kwakakwana: A 120-day kana 200-day nguva inowanzoshandiswa, ichipa nzwisiso yenguva refu-yenguva-yemusika kusagadzikana dynamics.

3.5 Zvinhu Zvinokurudzira Sarudzo Yenguva Yakakwana

• Kutengesa Isu: Nguva yakatarwa inofanirwa kuenderana neiyo trader's kana investor's zano uye zvinangwa.
• Market Conditions: Zvikamu zvakasiyana zvemusika (bullish, bearish, padivi) zvinogona kuda kugadziriswa munguva yakasarudzwa.
• Asset Hunhu: Volatility mapatani anogona kusiyanisa zvakanyanya pane akasiyana midziyo, zvichidikanwa kugadzirisa munguva yakatarwa.

4. Dudziro ye Historical Volatility

4.1 Kunzwisisa Historical Volatility Readings

Kududzira iyo Historical Volatility (HV) chiratidzo kunosanganisira kuongorora kukosha kwayo kuti unzwisise kusadzika kwedanho rekuchengetedza kana musika. HV yakakwirira inoratidza kushanduka kukuru, zvichireva kushanduka kukuru kwemitengo, nepo hutsika hushoma hunoratidza kuderera uye kugadzikana kwemitengo.

4.2 High Historical Volatility: Zvinoreva uye Zviito

• Meaning: High HV inoratidza kuti mutengo weasset wanga uchichinja zvakanyanya panguva yakasarudzwa.
• Zvinoreva: Izvi zvinogona kuratidza njodzi yakawedzera, kusagadzikana kwemusika, kana nguva dzekusagadzikana kwemusika.
• Investor Actions: Traders inogona kutsvaga mikana yenguva pfupi yekutengesa munzvimbo dzakadai, nepo venguva refu vanoisa mari vanogona kungwarira kana kufunga zvakare maitiro avo ekugadzirisa njodzi.

4.3 Yakaderera Historical Volatility: Zvinoreva uye Zviito

• Meaning: Low HV inoratidza kuti mutengo weasset wanga wakagadzikana.
• Zvinoreva: Kugadzikana uku kunogona kuratidza njodzi yakaderera asi inogonawo kutangira nguva dzekusagadzikana (kudzikama pamberi pedutu).
• Investor Actions: Vagadziri vemari vanogona kuona uyu semukana wekudyara-kwenguva refu, uku traders inogona kunge yakangwarira nezve mukana wekuuya kwekusagadzikana spikes.

4.4 Kuongorora Mafambiro munhoroondo Volatility

• Rising Trend: Kuwedzera zvishoma nezvishoma muHV nekufamba kwenguva kungaratidza kusimba kwemusika kana kusimuka kwemitengo kwakakosha.
• Declining Trend: Kudzikira kweHV maitiro kunogona kuratidza kugadzikana kwemusika kana kudzokera kune yakagadzikana mamiriro mushure menguva yekusagadzikana.

4.5 Kushandisa HV muMusika Mamiriro ezvinhu

Kunzwisisa mashoko akapoteredza kunokosha. Semuenzaniso, HV inogona kusimuka panguva yezviitiko zvemusika senge mihoro, zviitiko zvezvematongerwo enyika, kana zviziviso zvehupfumi. Izvo zvakakosha kuwiriranisa HV kuverenga nemusika mamiriro ekududzira chaiko.

5. Kubatanidza Historical Volatility nemamwe maIndicators

5.1 Synergy yeZviratidzo zvakawanda

Kubatanidza Historical Volatility (HV) nezvimwe zviratidzo zvehunyanzvi zvinogona kusimudzira kuongororwa kwemusika, zvichipa maonero akazara. Musanganiswa uyu unobatsira mukusimbisa masaini ekutengesa, kubata njodzi, uye kuona yakasarudzika mikana yemusika.

5.2 HV uye Kufamba Avhareji

• Combination Strategy: Kubatanidza HV neMoving Avhareji (MAs) kunogona kushanda. Semuenzaniso, HV inokwira pamwe nea moving average crossover inogona kuratidza kuwedzera kusava nechokwadi kwemusika kunoenderana neanogona kuchinja maitiro.
• Application: Uku kusanganiswa kunonyanya kukosha mumaitiro-anotevera kana ekudzosera maitiro.

5.3 HV uye Bollinger Mabhendi

• Combination Strategy: Bollinger Mabhendi, anozvigadzirisa zvichienderana nekusagadzikana kwemusika, anogona kushandiswa padivi peHV kuti anzwisise kushanduka kwesimba zviri nani. Semuenzaniso, kuverenga kweHV kwakakwira nekuwedzera kweBollinger Band kunoratidza kusagadzikana kwemusika.
• Application: Yakanakira nguva yekuona yekusagadzikana kwepamusoro izvo zvinogona kuguma nemikana yekubhuroka.

5.4 HV uye Relative Strength Index (RSI)

• Combination Strategy: Kushandisa HV ne RSI inogona kubatsira mukuona kana chikamu chepamusoro chekusagadzikana chakabatana nemamiriro ekutenga kana kuwandisa.
• Application: Inobatsira mukati tichimhanya kutengesa, kupi traders inogona kuyera simba rekufamba kwemutengo pamwe nekusagadzikana.

5.5 HV uye MACD

• Combination Strategy: The Kufambisa Avhareji Convergence Divergence (MACD) chiratidzo, kana ichishandiswa neHV, inobatsira mukunzwisisa kana mafambiro akashata anotsigirwa nekumhanya.
• Application: Kubudirira mumaitiro-anotevera mazano, kunyanya mukusimbisa kusimba kwemaitiro.

5.6 Maitiro Akanakisisa eKubatanidza Zviratidzo

• Complementary Analysis: Sarudza zviratidzo zvinotsigira HV kuti ipe akasiyana ekuongorora maonero (maitiro, kukurumidza, vhoriyamu, nezvimwewo).
• Kunzvenga Overcomplication: Kunyanya zviratidzo zvinogona kutungamirira kuongororo yekuoma mitezo. Deredza nhamba yezviratidzo kuchengetedza kujeka.
• Backtesting: nguva dzose backtest mazano ekubatanidza HV nezvimwe zviratidzo kuti aone kushanda kwavo mumamiriro akasiyana emusika.

6. Risk Management pamwe Historical Volatility

6.1 Basa reHV muRisk Management

Historical Volatility (HV) chishandiso chakakosha mukugadzirisa njodzi, ichipa manzwisisiro mukusagadzikana kwakapfuura kwechinhu. Kunzwisisa HV kunobatsira mukugadzirisa nzira dzekutarisira njodzi zvichienderana nekusagadzikana kweiyo mari.

6.2 Kuisa Kumira-Kurasika uye Kutora-Kubatsira Matanho

• Application: HV inogona kutungamira kuseta kwe kurega-kurasika uye nhanho dzekutora-purofiti. Kusagadzikana kwepamusoro kunogona kuita kuti nzvimbo yakafara yekumira-kurasikirwa kudzivirira kubuda nguva isati yakwana, ukuwo kuderera kwakaderera kunogona kubvumira kumira kwakasimba.
• Isu: Chinokosha ndechekubatanidza kumira-kurasikirwa uye kutora-purofiti mazinga pamwe nekusagadzikana kwekuenzanisa njodzi nemubairo zvinobudirira.

6.3 Portfolio Diversification

• Kuongorora: Kuverenga kweHV pazvinhu zvakasiyana kunogona kuzivisa diversification mazano. Musanganiswa wemidziyo ine akasiyana siyana mazinga anogona kubatsira mukugadzira yakaringana portfolio.
• Kutevedzera: Kubatanidza midziyo ine yakaderera HV kunogona kudzikamisa portfolio panguva yekunetsa kwemusika zvikamu.

6.4 Chinzvimbo Saizi

• Isu: Shandisa HV kugadzirisa masaizi. Munzvimbo dzakakwirira dzisina kusimba, kudzikisa saizi yenzvimbo kunogona kubatsira kubata njodzi, nepo munzvimbo dzakadzika dzekusagadzikana, zvinzvimbo zvakakura zvinogona kuitika.
• Kukarukureta Izvi zvinosanganisira kuongorora HV yeasethi maringe nekushivirira kwengozi yepodfolio.

6.5 Musika Kupinda uye Kubuda Nguva

• Analysis: HV inogona kubatsira mukuona yakakwana yekupinda nekubuda. Kupinda a trade panguva yeHV yakaderera inogona kutangira kubuda, nepo kubuda panguva yeHV yakakwirira kunogona kuve nehungwaru kudzivirira kuzungunuka kukuru.
• Kufungisisa: Zvakakosha kusanganisa kuongororwa kweHV nezvimwe zviratidzo zvekuisa nguva pamusika.