Best Historial Volatitlty Indicator Guide

1. Chidule cha Mbiri Yosasinthasintha Indicator

1.1 Kodi Historical Volatility ndi chiyani?

Historical Volatility (HV) ndi chiŵerengero cha kuchuluka kwa zobweza pachitetezo chopatsidwa kapena index yamsika pakanthawi inayake. M'malo mwake, zimawerengera kuchuluka kwa mtengo wa chinthucho m'mbuyomu. Muyezo uwu umawonetsedwa ngati peresenti ndipo nthawi zambiri umagwiritsidwa ntchito ndi traders ndi osunga ndalama kuti ayese chiopsezo chogwirizana ndi chinthu china.

1.2 Kufunika M'misika Yachuma

Kufunika kwa Historical Volatility kwagona pakutha kupereka zidziwitso zamayendedwe am'mbuyomu amtengo, zomwe ndizofunikira kwambiri popanga zisankho zamalonda mozindikira. Kusasunthika kwakukulu kumasonyeza kusinthasintha kwakukulu kwamitengo ndi chiwopsezo chomwe chingakhale chokwera, pamene kusasunthika kochepa kumasonyeza mayendedwe okhazikika komanso opanda chiopsezo.

1.3 Momwe Kusasunthika Kwakale Kumasiyanirana ndi Kusasinthika Kwake

Ndikofunikira kusiyanitsa Kusasinthika kwa Mbiri ndi Implied Volatility (IV). Ngakhale HV imayang'ana kusuntha kwamitengo yam'mbuyomu, IV imayang'ana kutsogolo ndikuwonetsa zomwe msika ukuyembekeza zakusakhazikika kwamtsogolo, komwe kumachokera kumitengo ya zosankha. HV imapereka mbiri yowona yamsika wamsika, pomwe IV ndi yongopeka.

1.4 Mapulogalamu mu Kugulitsa ndi Kugulitsa

Traders nthawi zambiri gwiritsani ntchito Historical Volatility kuti awone ngati mtengo wa katundu ndi wokwera kapena wotsika poyerekeza ndi kusinthasintha kwake m'mbuyomu. Kuunikaku kungathandize popanga zisankho zokhudzana ndi kulowa ndi kutuluka pamsika. Otsatsa ndalama atha kugwiritsa ntchito HV kuti asinthe mawonekedwe awo pachiwopsezo, ndikusankha katundu wosakhazikika pang'ono kuti agwiritse ntchito njira yosamala.

1.5 Mitundu Yambiri Yosasinthika

Pali mitundu ingapo ya Historical Volatility, kuphatikiza:

• Kusakhazikika kwakanthawi: Nthawi zambiri amawerengedwa nthawi ngati 10 kapena 20 masiku.
• Kusasunthika Kwapakati: Nthawi zambiri amatengedwa masiku 50 mpaka 60.
• Kusinthasintha kwa Nthawi Yaitali: Kuwunikidwa kwa nthawi yayitali, monga masiku 100 kapena kuposerapo.

Mtundu uliwonse umatumikira mosiyana njira malonda ndi ma horizons Investment.

1.6 Advantages ndi Zochepa

Advantages:

• Amapereka mbiri yomveka bwino yamakhalidwe amsika.
• Zothandiza pakanthawi kochepa traders ndi osunga ndalama nthawi yayitali.
• Zimathandizira kuzindikira nthawi zachiwopsezo chachikulu komanso kusakhazikika kwa msika komwe kungachitike.

zofooka:

• Zomwe zidachitika kale sizikuwonetsa zotsatira zamtsogolo.
• Simawerengera zochitika zamsika zadzidzidzi kapena kusintha.
• Zitha kukhala zocheperako m'misika yokhala ndi zosintha zamapangidwe.

2. Njira Yowerengera ya Kusakhazikika kwa Mbiri

Kuwerengera kwa Historical Volatility kumaphatikizapo masitepe angapo, makamaka ozungulira njira zowerengera. Cholinga chake ndikuwerengera kuchuluka kwa kusinthika kwamitengo yachitetezo munthawi inayake. Nazi kulongosola kwa ndondomekoyi:

2.1 Kutolera Zambiri

Choyamba, sonkhanitsani mbiri yakale yamtengo wachitetezo kapena index. Izi ziyenera kuphatikizapo mitengo yotseka tsiku lililonse panthawi yomwe mukufuna kuwerengera kusakhazikika, nthawi zambiri 20, 50, kapena 100 masiku amalonda.

2.2 Kuwerengera Zobwerera Tsiku ndi Tsiku

Werengerani zobwerera zatsiku ndi tsiku, zomwe ndi kusintha kwamitengo kuyambira tsiku lina kupita ku lina. Ndondomeko yobwerera tsiku ndi tsiku ndi:
Daily Return = [(Today's Closing Price / Yesterday's Closing Price) - 1] x 100

2.3 Mawerengedwe Opatuka Okhazikika

Kenako, werengerani kupatuka kokhazikika kwa zobwerera zatsiku ndi tsiku. Kupatuka kokhazikika ndi muyeso wa kuchuluka kwa kusinthika kapena kubalalitsidwa mumagulu azinthu. Kupatuka kwakukulu kumawonetsa kusakhazikika kwakukulu. Gwiritsani ntchito njira yopatuka yokhazikika pa seti yanu ya data (zitsanzo kapena kuchuluka kwa anthu).

2.4 Kuzindikiritsa Zosasinthika

Popeza kubwezeredwa kwatsiku ndi tsiku kumagwiritsidwa ntchito, kusasunthika komwe kumawerengedwa kumakhala tsiku lililonse. Kuti muchite chaka ndi chaka (kutanthauza kuti, kusintha kukhala muyeso wapachaka), chulukitsani kupatukako ndi masikweya apakati pa chiwerengero cha masiku ochita malonda pa chaka. Nambala yomwe imagwiritsidwa ntchito ndi 252, yomwe ndi masiku ochita malonda pachaka. Chifukwa chake, chilinganizo cha annualized volatility ndi:
Annualized Volatility = Standard Deviation of Daily Returns x √252

3. Mulingo woyenera kwambiri Makhalidwe kwa Kukhazikitsa mu Nthawi Zosiyana

3.1 Kumvetsetsa Kusankhidwa Kwa Nthawi

Kusankha nthawi yoyenera ya Chizindikiro cha Historical Volatility (HV) n'kofunika kwambiri chifukwa kumakhudza mwachindunji kutanthauzira ndi kugwiritsa ntchito chizindikirocho munjira zosiyanasiyana zamalonda. Nthawi zosiyanasiyana zimatha kupereka zidziwitso zanthawi yayitali, yapakatikati, komanso yanthawi yayitali.

3.2 Nthawi Yanthawi Yaifupi

• Nthawi: Nthawi zambiri amachokera masiku 10 mpaka 30.
• ntchito: Zabwino kwa nthawi yochepa tradengati tsiku traders kapena kusambira traders.
• Makhalidwe: Amapereka chiwopsezo chachangu, chomvera chaposachedwa Malonda osasunthika.
• Mtengo Woyenera: Nthawi yayifupi, ngati masiku 10, nthawi zambiri imakondedwa chifukwa cha chidwi chake pamayendedwe aposachedwa amsika.

3.3 Nthawi Yanthawi Yapakatikati

• Nthawi: Nthawi zambiri pakati pa 31 ndi 90 masiku.
• ntchito: Zoyenera kwa traders ndi malingaliro apakati, monga udindo traders.
• Makhalidwe: Kuwongolera kuyankha ndi kukhazikika, kumapereka malingaliro ozungulira akusakhazikika kwa msika.
• Mtengo Woyenera: Nthawi ya masiku 60 ndi chisankho chofala, chopereka malingaliro oyenera a zochitika zaposachedwa komanso zazitali pang'ono.

3.4 Nthawi Yanthawi Yaitali

• Nthawi: Nthawi zambiri masiku 91 kapena kupitilira apo, nthawi zambiri masiku 120 mpaka 200.
• ntchito: Zothandiza kwa osunga ndalama anthawi yayitali akuyang'ana kwambiri zomwe zikuchitika pamsika.
• Makhalidwe: Imawonetsa zomwe zikuchitika pakusokonekera kwa msika kwa nthawi yayitali.
• Mtengo Woyenera: Nthawi ya masiku 120 kapena 200 imagwiritsidwa ntchito mobwerezabwereza, kupereka chidziwitso pakusintha kwanthawi yayitali kwa msika.

3.5 Zinthu Zomwe Zimakhudza Kusankhira Nthawi Yoyenera

• Njira Yogulitsa: Nthawi yosankhidwa iyenera kugwirizana ndi nthawi trader kapena Investor's strategy ndi zolinga.
• Zamsika: Magawo osiyanasiyana amsika (bullish, bearish, sideways) angafunike kusintha munthawi yomwe mwasankha.
• Katundu: Mawonekedwe osinthika amatha kusiyanasiyana pazinthu zosiyanasiyana, zomwe zimafunikira kusintha munthawi yake.

4. Kutanthauzira Kusasinthasintha Kwakale

4.1 Kumvetsetsa Zowerengera Zakale Zosasinthika

Kutanthauzira chizindikiro cha Historical Volatility (HV) kumaphatikizapo kusanthula mtengo wake kuti mumvetsetse kusakhazikika kwa chitetezo kapena msika. Ma HV okwera amawonetsa kusinthasintha kwakukulu, kutanthauza kusinthasintha kwamitengo, pomwe mitengo yotsika ikuwonetsa kusinthasintha komanso kukhazikika kwamitengo.

4.2 Kusasinthika Kwambiri Kwambiri: Zotsatira ndi Zochita

• Kutanthauza: HV yapamwamba imasonyeza kuti mtengo wa katundu wakhala ukusinthasintha kwambiri pa nthawi yosankhidwa.
• Zotsatira zake: Izi zitha kuwonetsa chiwopsezo chowonjezereka, kusakhazikika kwa msika, kapena nthawi zakusatsimikizika kwa msika.
• Zochita kwa Investor: Traders atha kuyang'ana mwayi wotsatsa kwakanthawi kochepa m'malo oterowo, pomwe osunga ndalama akanthawi yayitali atha kusamala kapena kuwunikanso njira zawo zowongolera zoopsa.

4.3 Kusasunthika Kwambiri Kwambiri: Zotsatira ndi Zochita

• Kutanthauza: Low HV akusonyeza kuti mtengo wa katunduyo wakhala wokhazikika.
• Zotsatira zake: Kukhazikika kumeneku kumatha kuwonetsa chiwopsezo chochepa komanso kungayambitsenso nthawi zosakhazikika (kudekha chimphepo chisanachitike).
• Zochita kwa Investor: Investors angaone uwu mwayi kwa nthawi yaitali ndalama, pamene traders akhoza kukhala osamala za kuthekera kwa ma spikes omwe akubwera.

4.4 Kusanthula Zomwe Zachitika mu Mbiri Yakale

• Rising Trend: Kuwonjezeka kwapang'onopang'ono kwa HV pakapita nthawi kungasonyeze kutsika kwa msika kapena kukwera kwamitengo komwe kukuyandikira.
• Zomwe Zikuchitika: Kuchepa kwa ma HV kumatha kuwonetsa kukhazikika kwa msika kapena kubwereranso kumalo okhazikika pakadutsa nthawi yosakhazikika.

4.5 Kugwiritsa ntchito HV mumsika wamsika

Kumvetsa nkhani yonseyi n’kofunika kwambiri. Mwachitsanzo, HV ikhoza kukwera pazochitika zamsika monga malipoti azachuma, zochitika zapadziko lonse, kapena zolengeza zachuma. Ndikofunikira kugwirizanitsa zowerengera za HV ndi msika kuti mumasulire molondola.

5. Kuphatikiza Kusakhazikika Kwakale ndi Zizindikiro Zina

5.1 Synergy of Multiple Indicators

Kuphatikiza Historical Volatility (HV) ndi zisonyezo zina zaukadaulo zitha kupititsa patsogolo kusanthula kwa msika, ndikupereka malingaliro athunthu. Kuphatikiza uku kumathandizira kutsimikizira zizindikiro zamalonda, kuyang'anira zoopsa, ndi kuzindikira mwayi wapadera wamsika.

5.2 HV ndi Moving Average

• Njira Yophatikizira: Kuyanjanitsa HV ndi Moving Averages (MAs) kungakhale kothandiza. Mwachitsanzo, kukwera kwa HV limodzi ndi a chiwerengero chosuntha crossover ikhoza kuwonetsa kuchulukitsidwa kwa msika komwe kumagwirizana ndi kusintha komwe kungachitike.
• ntchito: Kuphatikiza uku kumakhala kothandiza kwambiri pazotsatira kapena njira zosinthira.

5.3 HV ndi Bollinger Magulu

• Njira Yophatikizira: Bollinger Magulu, omwe amadzisintha okha kutengera kusakhazikika kwa msika, atha kugwiritsidwa ntchito limodzi ndi HV kuti amvetsetse kusinthika kwamphamvu bwino. Mwachitsanzo, kuwerengera kwakukulu kwa HV ndi kukula kwa Bollinger Band kumawonetsa kusakhazikika kwa msika.
• ntchito: Ndibwino kuti muzitha kuwona nthawi zakusokonekera kwambiri zomwe zitha kubweretsa mwayi wotuluka.

5.4 HV ndi Relative Strength Index (RSI)

• Njira Yophatikizira: Kugwiritsa ntchito mankhwala a HV RSI zitha kuthandizira kuzindikira ngati gawo lalikulu la kusakhazikika limalumikizidwa ndi zinthu zogulira mopitilira muyeso kapena zogulitsa mopitilira muyeso.
• ntchito: Zothandiza mu patsogolo malonda, ku traders amatha kuyeza mphamvu ya kayendetsedwe ka mtengo komanso kusakhazikika.

5.5 HV ndi MACD

• Njira Yophatikizira: The Kusuntha Avereji ya Kusokonekera (MACD) chizindikiro, ikagwiritsidwa ntchito ndi HV, imathandizira kumvetsetsa ngati kusuntha kosasunthika kumathandizidwa ndi kuthamanga.
• ntchito: Zothandiza panjira zotsatizana, makamaka pakutsimikizira mphamvu zamayendedwe.

5.6 Njira Zabwino Kwambiri Zophatikiza Zizindikiro

• Kusanthula kowonjezera: Sankhani zizindikiro zomwe zimagwirizana ndi HV kuti mupereke malingaliro osiyanasiyana owunikira (mayendedwe, mphamvu, voliyumu, etc.).
• Kupewa Kusokoneza: Zizindikiro zambiri zimatha kuyambitsa kusanthula ziwalo. Chepetsani kuchuluka kwa zizindikiro kuti mukhalebe omveka bwino.
• Kubwereza: nthawizonse backtest njira zophatikizira HV ndi zizindikiro zina kuti ziwone momwe zimagwirira ntchito pazinthu zosiyanasiyana zamsika.

6. Kuwongolera Ngozi ndi Mbiri Yosasinthika

6.1 Udindo wa HV mu Risk Management

Historical Volatility (HV) ndi chida chofunikira kwambiri pakuwongolera zoopsa, kupereka zidziwitso zakusokonekera kwakanthawi kwachuma. Kumvetsetsa HV kumathandizira kukonza njira zowongolera zoopsa malinga ndi kusakhazikika kwachuma.

6.2 Kukhazikitsa Magawo Oyimitsa-Kutayika ndi Kupeza Phindu

• ntchito: HV ikhoza kuwongolera makonda a kupuma-kutaya ndi milingo yopezera phindu. Kusasunthika kwakukulu kungapangitse mipata yotalikirapo yotaya kuyimitsidwa kuti musatuluke msanga, pomwe kusasunthika kochepa kumatha kuloleza kuyimitsidwa kolimba.
• Njira: Chofunikira ndikuyanjanitsa kuyimitsidwa-kutayika ndi kutengeka phindu ndi kusakhazikika kuti mulinganize chiopsezo ndi mphotho bwino.

6.3 Kusiyanasiyana kwa Portfolio

• Kuyesa: Kuwerengera kwa HV kuzinthu zosiyanasiyana kungadziwitse zosiyana njira. Kusakanikirana kwazinthu zokhala ndi milingo yosiyanasiyana yosinthika kungathandize kupanga mbiri yabwino.
• Kukhazikitsidwa: Kuphatikizira katundu wokhala ndi HV yotsika kumatha kukhazikitsira mbiriyo panthawi yamavuto amsika.

6.4 Kukula kwa Udindo

• Njira: Gwiritsani ntchito HV kuti musinthe kukula kwake. M'malo osasinthika kwambiri, kuchepetsa kukula kwa malo kungathandize kuthana ndi chiwopsezo, pomwe m'malo ocheperako, malo akulu amatha kukhala otheka.
• Kuwerengera: Izi zikuphatikizapo kuwunika HV ya katunduyo mogwirizana ndi kulekerera kwa chiwopsezo chonse.

6.5 Kulowa Msika ndi Nthawi Yotuluka

• Kufufuza: HV ikhoza kuthandizira kudziwa malo abwino olowera ndi kutuluka. Kulowa a trade Panthawi ya HV yotsika imatha kuyambitsa kuphulika komwe kungachitike, pomwe kutuluka munthawi ya HV yayikulu kungakhale kwanzeru kupewa kusinthasintha kwakukulu.
• Kulingalira: Ndikofunika kuphatikiza kusanthula kwa HV ndi zizindikiro zina za nthawi ya msika.