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stochastic volatility

stochastic volatility

Owner: jaguar1637

Group members: 13


Sire jsut asked me if they were some tools to detect and may be forecast some stochastic volatility jumps. I got some files somewhere, I am going to share w/ you

I let Sire to continue by what he told me :" 

I'm sure you know about stochastic volatility that includes "jumps". As you can see on EUR/USD M5, it exist a lot of "continue jumps" that move prices without gap upper or lower for a short time before poursuing the precedent trend as if it was necessary to "move back in the trend" to avoid reaching certain levels.

This "opposite move" is  a kind of contraction/expansion of the trend that is surely automated and predicted by some bigs.

The idea is to cut off this "opposite candles" that generates to my own some noise and construct the new triggered prices history before indy calculation.

Question: Do you know if exist such tools or method to pre-smooth the prices ?"

Brief description: stochastic volatility