PROTECTED SOURCE SCRIPT
Volatility of Volatility (Quant Lab)
• VOV (white line)
• Around 0 → Volatility fluctuates normally
• Upward spike → Volatility changes very rapidly
• Often occurs during periods of breakouts, collapses, liquidations, and sharp trends
• When it stays low downwards → Volatility is stable, the market is moving at its “usual pace” • Regime histogram (columns)
• +1 (reddish) → Volatility Expanding
• Risk is increasing, “storm mode”
• Trend burst, flash move, news, liquidation effect
• 0 (orange) → Neutral
• Volatility behavior is normal
• -1 (turquoise) → Volatility Contracting
• Volatility is decreasing, movements are becoming smaller
• This may be a period before a big move after a squeeze
Keep this in mind:
• Volatility Regime → “What is the volatility level?”
• Volatility of Volatility → “How much is that volatility changing?”
When VoV spikes:
“Not only is market movement increasing, but the structure of the movement is also deteriorating; risk mode has been activated.”
This is crucial for identifying crash/pump periods.
• Around 0 → Volatility fluctuates normally
• Upward spike → Volatility changes very rapidly
• Often occurs during periods of breakouts, collapses, liquidations, and sharp trends
• When it stays low downwards → Volatility is stable, the market is moving at its “usual pace” • Regime histogram (columns)
• +1 (reddish) → Volatility Expanding
• Risk is increasing, “storm mode”
• Trend burst, flash move, news, liquidation effect
• 0 (orange) → Neutral
• Volatility behavior is normal
• -1 (turquoise) → Volatility Contracting
• Volatility is decreasing, movements are becoming smaller
• This may be a period before a big move after a squeeze
Keep this in mind:
• Volatility Regime → “What is the volatility level?”
• Volatility of Volatility → “How much is that volatility changing?”
When VoV spikes:
“Not only is market movement increasing, but the structure of the movement is also deteriorating; risk mode has been activated.”
This is crucial for identifying crash/pump periods.
Skrip terproteksi
Skrip ini diterbitkan sebagai sumber tertutup. Namun, Anda dapat menggunakannya dengan bebas dan tanpa batasan apa pun – pelajari lebih lanjut di sini.
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.
Skrip terproteksi
Skrip ini diterbitkan sebagai sumber tertutup. Namun, Anda dapat menggunakannya dengan bebas dan tanpa batasan apa pun – pelajari lebih lanjut di sini.
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.