Chii volatility? Chii volatility, uye nei zvakakodzera?

Chii volatility? Iri izwi rinoreva kuti variability kuti mitengo. Kana chati kuziva zvishoma uye kunonyanyisa mitengo kwenguva vakapiwa nguva, daro pakati maviri tsika ndiyo kuwanda variability. Ndiyo volatility. Kana mutengo zvikuru zvinowedzera kana zvinoderedza, kuti volatility achava mukuru. Kana shanduko siyana kuchaita-chinja mukati rakamanikana chikuva, ipapo - pasi.

Nezvekwakabva shoko rokuti

Shoko rokuti "volatility" rinobva «akadaro» - Middle shoko French, izvo zvaizoitawo wakabva muchiLatin «volatilis» - «kutsanya", "kugadzikana". Zvinokosha kucherechedza kuti French pane zvakasiyana tsanangudzo volatility. Izwi iri raireva kuwedzeredza kukosha.

volatility dzidziso

Dzidziso iyi inobva kuongorora kuchinja chero kwoupfumi zviratidzi: mubereko rates, mitengo uye zvichingodaro. Izvi inorangarira kuchinja kuitika pamusoro refu. Pakusarudza volatility chii, Econometrics kusiyanisa huru mbiri zvinoriumba. Chokutanga - zvinenge kana mutengo kusiyana-siyana kunoitika maererano nechokwadi nemitemo. Wechipiri - the volatility, kana kuchinja chero. To zvakarurama kufanotaura zvinhu, zvakakodzera kufunga kwete chete paavhareji kukosha, asiwo anokarirwa zvokutsauka kubva paavhareji.

Somuenzaniso, muna Kuongorora kuchengetedzeka pamusika anofanira kufunga anongoitika zvarakasiya kuti zviratidzo, sezvo mutengo wemari zvokusarudza, migove uye namajoko zvemari zviri zvikuru novimba nengozi. ari volatility pakati dzidziso yakatanga neAmerican Economist Robert Engle. Akazvipira kuti nokutsauka kubva muitiro kungachinja yekudyidzana pamusoro nguva - nguva zviduku kuchinja anoteverwa nguva simba. The chaiwo volatility yacho shanduka, refu nguva nezvoupfumi vakashandisa ari pachisara kunofambira mberi nzira chete inobva mukuita kuti chinoratidza ichi. Robert Engle muna 1982, kwakasimbiswa muenzaniso, zvinoreva shanduka kupararira volatility, izvo zvakakwanisika kufungidzira mutengo kuchinja.

volatility mhando

Tichifunga kuti volatility kwakadaro, zvinokosha kuona nezvemarudzi maviri: munhau uye kutarisirwa ukoshi. Historical maonero - chiyero akaenzana mureza kutsauka pakati nomutengo chiridzwa zvemari pamusoro apa kwenguva, iyo inofungidzirwa pachishandiswa mashoko aripo pamusoro kukosha kwayo. Kana isu nezvazvo zvinotarisirwa musika volatility, chakarurama ichi rinowanikwa kwakavakirwa mari kukosha huchashandiswa inobva kubvuma kuti mumusika mutengo unoratidza zvinogona nengozi.

The musika vanofanira kufunga kwete chete mirayiridzo asiwo nguva uko kuchinja, sezvo zvinokanganisawo mukana kuti nomutengo yesangano akapfuudza kukosha, dzinonetsa nokuda yeboka. Kuisa chinyorwa musika volatility zvarwo, zvakakodzera ngaaverenge volatility ari wemari indekisi.

Sei uye nei volatility kunoyerwa

Nyore nzira yokuziva indekisi ichi sezvo nechiidzo vomureza kutsauka uye kushandiswa wechokwadi mutengo Range - ATR. Chinhu chokutanga kusarudza avhareji ukoshi hwayo volatility currency vaviri kwenguva pfupi refu uye ari kuongorora vanofanira kunochera reshiyo uye avhareji ano volatility.

Simbisai kuti vakadaro mutengo volatility, zvinokosha kuongorora zvinogona profitability ane mari mbiri. Kana mwero kuchinja mitengo pane yakakwirira yakati sandara, uye nokudaro kupararira muduku, zvino tinogona kutaura pamusoro soro profitability. Zvinokosha kucherechedza kuti mukuru nenhanho volatility chokuita zvikuru ngozi, sezvo unodzivirira kuti "chemabhazi kurasikirwa" kunokosha, uye kunowedzerawo zvinogona varasikirwa.

Bollinger zvisungo

Kuona zvinotaurwa volatility, unofanira kushandisa mashoko chakarurama - Bollinger zvisungo. Iye anoita mugero prices, yekudyidzana anowedzera kana vanoridza kuchinja. Kana mharidzo iri mukati rakamanikana siyana, izvozvo zvingaratidza kutanga nebasa motokari, asi zvinokosha kuyeuka kuti kazhinji breakdowns kwakadaro kunogona kuva venhema. Kana isu havatsananguri paavhareji kukosha volatility currency yegwara nezuva, tinogona kubudikidza vanowanika zvishoma mazuva ose kana kunonyanyisa tora mufananidzo uyu uye pakupedzisira kuwana chinangwa achitora profitability uye installation kuti "urege kurasikirwa".

Somuenzaniso, kana kufunga kuti vaviri zuva kazhinji anoenda mukati zana pfungwa, saka hapana chikonzero kuisa "vanorega kurasikirwa" chinhambwe mazana maviri uye zvinoita njere kuverenga pamusoro purofiti mikuru kupfuura avhareji daily siyana. Kana isu ongorora mutengo pangozi ari pamusoro misika yemari, ipapo Somuenzaniso, dzemaitirwe vanofanira kufunga volatility pakati migove haisi pachayo kutevedzana kwezviitiko mitengo, uye kutevedzana ari hama kuchinja. Saka anogona kuita zvikuru comparability-siyana zvinhu. Somuenzaniso, migove itsva kungava kagumi kuwedzera uye donhwe cost, saka kutarisira volatility pakati migove, uchishandisa Mhedziso tsika hazvibviri. Uyezve, kutevedzana kwezviitiko hama kuchinja itsige mupfungwa kuti ayo kunoreva kukosha uye makakava vari mira kana zvichienzaniswa chete zviratidzo havasi vakaongorora mitengo. Chero zvazvingava, sezvo vakawanda.

volatility zviratidzi

Pasinei chokwadi kuti vashandi vakawanda pakubata nzvimbo vanoti volatility currency vaviri inoratidza profitability kuti kutengeserana zvakanaka, usakanganwa kuti mukuru nenhanho volatility - ichi mikana. On a yainge peya mhanza ungatsauka nokukurumidza, uye kurasikirwa kuchawedzera yekudyidzana. Kuderedza njodzi, unofanira kushandisa murayiro "chemabhazi kurasikirwa" nguva dzose, kunyange kana mumusika anoenda akananga purofiti, uye rinoti hapana pamusoro zvichibvira varasikirwa. Muna Forex musika volatility zviratidzo ndivo Bollinger Zvisungo, ari CCI, zviratidzo Chaikin. Uyewo kushandiswa uye mwero kutsauka parameters sezvo zviratidzo.