This volatility model forecasts the amount of volatility for the next bar at the close of the current bar.

This insight can be used to improve trade location, risk management, and to develop or improve volatility based strategies.

It can be employed to improve trading in cash equities and ETFs by tracking index volatility and be used to improve trading in 0DTE options.

The system was trained on the following categories of US Equity ETFs which were approximately 1000 individual ETFs:

All Cap Equities,
Alternative Energy Equities,
Communications Equities,
Consumer Discretionary Equities,
Consumer Staples Equities,
Emerging Markets Equities,
Energy Equities,
Europe Equities,
Financials Equities,
Global Equities,
Health & Biotech Equities,
Industrials Equities,
Inverse Equities,
Large Cap Blend Equities,
Large Cap Growth Equities,
Large Cap Value Equities,
Leveraged Equities,
Mid Cap Blend Equities,
Mid Cap Growth Equities,
Mid Cap Value Equities,
Small Cap Blend Equities,
Small Cap Growth Equities,
Small Cap Value Equities,
Technology Equities,
Transportation Equities,
Utilities Equities,
Water Equities,
Building & Construction,
Materials

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

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.

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.