Will You Be Shopping At Boots This...
News1 min ago
Modeling Market Volatility - please help
1 Answers
I'm starting a side project for my job, and would appreciate some advice!
The idea is to compare my company's client trading volume (we're an online forex broker) with overall market volume/volatility patterns.. aka, if the market dries up in early summer then we should expect to see a dip in our numbers.
My problem is finding the right market indices/stats to use for comparison. I'm thinking of using the VIX and credit spreads, but those dont exactly gauge the forex market specifically.
Any ideas guys?
The idea is to compare my company's client trading volume (we're an online forex broker) with overall market volume/volatility patterns.. aka, if the market dries up in early summer then we should expect to see a dip in our numbers.
My problem is finding the right market indices/stats to use for comparison. I'm thinking of using the VIX and credit spreads, but those dont exactly gauge the forex market specifically.
Any ideas guys?
Answers
Only 1 answer
Best Answer
No best answer has yet been selected by butitsthepla. Once a best answer has been selected, it will be shown here.
For more on marking an answer as the "Best Answer", please visit our FAQ.
-- answer removed --
Only 1 answer
Related Questions
Sorry, we can't find any related questions. Try using the search bar at the top of the page to search for some keywords, or choose a topic and submit your own question.