Volatility model for forecasting the volatility of the next bar.

This model was trained on the following categories which amounted to 380 individual ETFs:

California Munis
National Munis
New York Munis
Corporate Bonds
Government Bonds
High Yield Bonds
Inflation-Protected Bonds
Inverse Bonds
Leveraged Bonds
Preferred Stock/Convertible Bonds
Total Bond Market
Money Market
Mortgage Backed Securities

This model can be applied to all major US Bond ETFs.

The model has learned to distinguish the difference between the behavior of different instruments and thus will alter its forecasts to fit the orderflow of the current instrument.

This volatility model can be used in a variety of ways to improve trading decision making including optimizing risk management, trade location, exit efficiency.

This model is designed specifically for 5 min samples (i.e. candles, numbers bars, etc).

Updates and improved versions of this model are included with this subscription.

This version of the model integrates directly into Sierra Charts.

At sign-up you will need a valid Sierra Charts account. This model is valid across all Sierra Charts package options.