Oct
5
Volatile Stocks, a query from Bill Rafter
October 5, 2007 |
I need a new/different perspective. Can anyone recommend a few stocks (not indices) that have met the following criteria: The stock was originally not volatile, but then became volatile for at least some time. Use whatever definition you want for "volatile". Any time frame is okay. I need only a few examples. I'm just testing some new algorithms.
Comments
11 Comments so far
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bzh, hov
Nortel, krispy kreme, nvidia
I generally find this in smallcaps such as AE and BOOM
In 02/03, many formerly stable gas pipeline companies nearly collapsed. WMB and EP are two companies that were formerly stable, became incredibly volatile, and now are stable again.
Stocks that were not volatile but became so: ZZ, QLTI, PIR?
LDK
all of the chinese ADR’s lately, have been screwing up our models. The solar stocks especially, but pretty much all of um.
ADR’s in general test horrible for intraday trading though, if you are trying to trend trade um. :-S
GLD had a huge breakout on 9/6 and volatility exploded.
My thanks to everyone who replied. This gives me a new and different collection of stocks to test the theory.
Why not data mine archived beta(s) so you can generate a statistically relevant sample pop. How can you avoid a type I or II error with this set? Just a thought, as I have no idea what you are doing, and I’m drinking.
Northern Rock - NRK LN on bloomie
Low vol until it collapesed. Then it goes up/down 20 to 40% almost every day…
A long term favourite is Silver especially on a monthly chart. Monthly price swings of 10-15% on average gave way to 25-30% in recent years…