Volatility based trading is a popular trading methodology among institutional FCPO traders in Malaysia. Bollinger Bands (BB) and Average True Range (ATR) are among the most commonly deployed volatility-based strategy among different types of volatility trading.
In this webinar, you will learn the actual implementation of model theories of volatility modelling, and its comparison with more traditional volatility models like BB and ATR.
- Basic understanding of volatility modelling using statistical software.
- Volatility clustering characteristics specific to financial time series.
- Volatility based models for FCPO & FKLI and correlated assets.
- Application of ARCH Model to forecast volatility of FCPO & FKLI.