Events & 1-Day to 60-Day Volatility Ratio
Published by: Carson Dahlberg, CMT | Date: March 8, 2016
The idea is to find when the market is potentially surprised by news/info. A spike of 3% or higher is significant and shown as a blue vertical lines. These scan results could then be used to look for matches to news events regarding the individual securities.
Published by Carson Dahlberg, CMT Off