Volatility and rolling market charts
Below are two interesting charts about volatility and rolling over points in the market.
First shows the most volatile days in the market during a year period. volatility is increasing until mid-end of March and toward end of October, and is decreasing by end of the year.
The second chart is showing the probability to have a change in the market short trend based on the day/period of the year. Seems that at the end of November - beginning of December to hit the peak for the end of the year and then slowly slowly fading away until February.
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Cris Bob
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Volatility and rolling market charts
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