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Chart of the Day: Weekly volatility report

I use this information as a more holistic overview for planning my trading week ahead. In the spreadsheet, I’ve looked at what’s priced into rates markets, both the percentage chance of a cut for the upcoming September meetings and the number of basis points (bp) priced over the coming 12 months out.

Chart of the Day: Weekly volatility report

I’ve focused on positioning, where I look at the weekly Commitment of Traders (CoT) futures report. Skew, which is the demand for put option volatility over call volatility, is the best guide around sentiment for me — the more negative the number, the greater the expected move to the downside, and vice versa.

I also use volatility, where I’ve looked at both realised and implied volatility, for risk management and position-sizing. Fore more instruction, check out the recent webinar from Trader Fest.

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