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PrometheusCHT

VOLATILITY MODEL | Overlaid over SPI Rate of Change

PrometheusCHT  
CME:SP1!   None
Volatility Rate of Change (ROC)
5
1
volatility rateofchange
Perhaps it's time to get long vol. Given the daily range is rather narrow, it can be an expensive bleed, but, invariably we are statistically nearer to the floor in vol.

相關想法

PrometheusCHT
SP1! Rate of Change Particularly Narrow
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