"Profit from your knowledge!"
The Bull Bear Trader discusses market events and news with an interest in understanding risk and return in both bull and bear markets. Discussion topics include trading and hedging strategies, derivatives, risk management, hedge funds, quantitative finance, the energy and commodity markets, and private equity, as well as an occasional investment opinion.
Saturday, May 3, 2008
Longer-Term Oil Volatility Not Too Bad
Interesting chart over at the Bespoke Investment Group site showing how the 50-day average of the daily percentage spread between high and low crude oil price is near the average of the last ten years. Of course, daily price moves are bigger, and short-term volatility may in fact be higher. The results are interesting nonetheless. It would also be interesting to see a longer chart coving some of the 1970s in inflation adjusted terms.
No comments:
Post a Comment