Company: Deutsche Börse
Category: Foreign Exchange
Published: 22 September 2015
The capacity to forecast volatility – a key input for trading algorithms and risk methodologies – is enormously valuable for traders. November sees Deutsche Börse launch a new analytic that forecasts the direction and magnitude of volatility.
In November 2015, Deutsche Börse will launch the Intraday Volatility Forecast, a new analytic that forecasts volatility for Dax, Euro Stoxx 50 and Euro-Bund. The forecasts are based on trading data of the respective futures, the most important instruments traded on Eurex Exchange.