ISikhokelo seSalathi seMbali esiPhambili sokuVolatitlty

1. Isishwankathelo seMbali yoKuguquguquka kweMbali

1.1 Yintoni i-Historical Volatility?

Ukuguquguquka kwezeMbali (HV) ngumlinganiselo wamanani wokusasazwa kwembuyekezo kukhuseleko olunikiweyo okanye isalathisi semarike kwixesha elithile. Ngokusisiseko, ibala ukuba ixabiso le-asethi liye lahluka kangakanani kwixesha elidlulileyo. Lo mlinganiselo uchazwa njengepesenti kwaye uhlala usetyenziswa ngu traders kunye nabatyali-mali ukulinganisa i ingozi ezinxulumene ne-asethi ethile.

1.2 Ukubaluleka kwiiMarike zeMali

Ukubaluleka kwe-Historical Volatility kusekukwazini kwayo ukubonelela ngengqiqo kwiintshukumo zexabiso elidlulileyo le-asethi, ebalulekileyo ekwenzeni izigqibo zorhwebo ezinolwazi. Ukuguquguquka okuphezulu kubonisa ukuguquguquka okukhulu kwamaxabiso kunye nomngcipheko ophezulu onokubakho, ngelixa ukuguquguquka okuphantsi kubonisa iintshukumo zamaxabiso ezizinzileyo kunye nezingaphantsi komngcipheko.

1.3 Ukuguquguquka kweMbali kwahluke njani kwi-Implied Volatility

Kubalulekile ukwahlula ukuguquguquka kweMbali kwi-Implied Volatility (IV). Ngelixa i-HV ijonge kwiintshukumo zamaxabiso adlulileyo, i-IV ijonge phambili kwaye ibonisa ulindelo lwemarike lokuguquguquka kwexesha elizayo, elivela kumaxabiso okhetho. I-HV inikezela ngerekhodi eyinyani yokuziphatha kwimarike yangaphambili, ngelixa i-IV iyintelekelelo.

1.4 Izicelo kuRhwebo notyalo-mali

Traders rhoqo sebenzisa Ukuguquguquka kweMbali ukuvavanya ukuba ixabiso langoku le-asethi liphezulu okanye lisezantsi xa lithelekiswa nokuguquguquka kwayo kwangaphambili. Olu vavanyo lunokunceda ekwenzeni izigqibo malunga neendawo zokungena kunye nokuphuma kwiimarike. Abatyali-zimali banokusebenzisa i-HV ukulungisa umngcipheko wepotfoliyo yabo, bekhetha ii-asethi ezinokuguquguquka okusezantsi kwisicwangciso solondolozo.

1.5 Iindidi zokuguquguquka kwezeMbali

Kukho iindidi ezininzi zokuguquguquka kweMbali, kubandakanya:

• Ukuguquguquka kwexesha elifutshane: Ngokuqhelekileyo kubalwa kumathuba afana neentsuku ezili-10 okanye ezingama-20.
• Ukuguquguquka kwexesha eliphakathi: Idla ngokulinganiswa kwiintsuku ezingama-50 ukuya kwezingama-60.
• Ukuguquguquka kwexesha elide: Ihlalutye ixesha elide, njengeentsuku ezili-100 okanye ngaphezulu.

Uhlobo ngalunye lusebenza ngokwahlukileyo izicwangciso zorhwebo kunye ne-investment horizons.

1.6 Intengisovantages kunye neMida

Advantages:

• Ibonelela ngembono yembali ecacileyo yokuziphatha kwemarike.
• Iluncedo kuzo zombini ixesha elifutshane traders kunye nabatyali-mali bexesha elide.
• Inceda ekuchongeni amaxesha omngcipheko omkhulu kunye nokungazinzi kwemarike.

Imida:

• Intsebenzo yangaphambili ayisoloko ibonisa iziphumo zexesha elizayo.
• Ayithethi ngeziganeko zemarike zesiquphe okanye utshintsho.
• Isenokungasebenzi kakuhle kwiimarike ezinotshintsho lwesakhiwo.

2. Inkqubo yokubala yokuguquguquka kwembali

Ubalo lwe-History Volatility lubandakanya amanyathelo amaninzi, ngokuyintloko ajikeleza imilinganiselo yeenkcukacha-manani. Injongo kukulinganisa iqondo lokwahluka kwixabiso lokhuseleko kwixesha elithile. Nalu ucazululo lwenkqubo:

2.1 Ukuqokelelwa kweDatha

Okokuqala, qokelela idatha yexabiso lembali yokhuseleko okanye isalathisi. Le datha kufuneka ibandakanye amaxabiso okuvala imihla ngemihla kwixesha ofuna ukubala ukuguquguquka, ngokuqhelekileyo i-20, i-50, okanye i-100 yeentsuku zokurhweba.

2.2 Ukubala iiReturns zeMihla yonke

Bala imbuyekezo yemihla ngemihla, eyipesenti yokutshintsha kwexabiso ukusuka kusuku olunye ukuya kolulandelayo. Ifomula yembuyekezo yemihla ngemihla yile:
Daily Return = [(Today's Closing Price / Yesterday's Closing Price) - 1] x 100

2.3 Ukubala ukutenxa okusemgangathweni

Okulandelayo, bala ukutenxa okusemgangathweni kwezi mbuyekezo zemihla ngemihla. Ukutenxa okusemgangathweni ngumlinganiselo wexabiso lokwahluka okanye ukusasazwa kwiseti yamaxabiso. Ukutenxa komgangatho ophezulu kubonisa ukuguquguquka okukhulu. Sebenzisa ifomyula eqhelekileyo yokutenxa esebenzayo kwiseti yakho yedatha (isampulu okanye inani labemi).

2.4 Ukwenziwa kwangonyaka kwi-Volatility

Ekubeni imbuyekezo yemihla ngemihla isetyenzisiweyo, i-volatility ebalwayo yimihla ngemihla. Ukuyenza ngonyaka (oko kukuthi, ukuyiguqulela kumlinganiselo wonyaka), phinda-phinda ukutenxa okusemgangathweni ngengcambu yenani leentsuku zokurhweba ngonyaka. Inani eliqhelekileyo elisetyenzisiweyo yi-252, inani eliqhelekileyo leentsuku zokurhweba ngonyaka. Ke, ifomula yokuguquguquka konyaka yile:
Annualized Volatility = Standard Deviation of Daily Returns x √252

3. IiNqobo eziNgcono eziLungileyo zokuSeta ngamaxesha ahlukeneyo

3.1 Ukuqonda uKhetho lweXesha

Ukukhetha ixesha elifanelekileyo leMbali ye-Historical Volatility (HV) i-Indicator ibalulekile njengoko ichaphazela ngokuthe ngqo ukutolika kunye nokusetyenziswa kwesalathisi kwiindlela ezahlukeneyo zokurhweba. Amaxesha ahlukeneyo anokubonelela ngeembono kwixesha elifutshane, ixesha eliphakathi, kunye neendlela zokuguquguquka kwexesha elide.

3.2 Amaxesha eXeshana elifutshane

• Ubude bexesha: Ngokuqhelekileyo ukusuka kwiintsuku ezili-10 ukuya kwezingama-30.
• isicelo: Ilungele ixesha elifutshane traders njengosuku traders okanye ujingi traders.
• Impawu: Ibonelela ngokukhawuleza, umlinganiselo wokuphendula wamva nje okungazinzi kweemalike.
• Ixabiso Elililo: Ixesha elifutshane, njengeentsuku ezili-10, lihlala likhethwa ngenxa yobuntununtunu kwiintshukumo zemarike zamva nje.

3.3 Amaxesha eXesha eliPhakathi

• Ubude bexesha: Ngokuqhelekileyo phakathi kwe-31 kunye ne-90 yeentsuku.
• isicelo: Ifanelekile traders ngenkangeleko yexesha eliphakathi, njengesikhundla traders.
• Impawu: Ilinganisa ukusabela kunye nozinzo, inika umbono ojikelezileyo wokuguquguquka kweemarike.
• Ixabiso Elililo: Ixesha leentsuku ezingama-60 lukhetho oluqhelekileyo, olunikezela ngombono olungeleleneyo weendlela zamva nje kunye nexesha elide.

3.4 Amaxesha eXesha eLide

• Ubude bexesha: Ngokuqhelekileyo iintsuku ezingama-91 okanye ngaphezulu, ngokufuthi iintsuku ezingama-120 ukuya kwezingama-200.
• isicelo: Iluncedo kubatyali-mali bexesha elide begxile kwiindlela zemarike ezibanzi.
• Impawu: Ibonisa umzila osisiseko wokuguquguquka kweemarike kwixesha elongeziweyo.
• Ixabiso Elililo: Ixesha leentsuku ezingama-120 okanye iintsuku ezingama-200 lisetyenziswa rhoqo, linika ingqiqo kwixesha elide lokuguquguquka kweemarike.

3.5 Izinto eziPhembelela uKhetho lweXesha eliLilolona limiyo

• Icebo lokurhweba: Ixesha elimiselweyo kufuneka lihambelane ne trader okanye isicwangciso sotyalo-mali kunye neenjongo.
• Iimeko zeMarike: Izigaba zemarike ezahlukeneyo (i-bullish, i-bearish, i-sideways) inokufuna uhlengahlengiso kwixesha elikhethiweyo.
• Iimpawu ze-asethi: Iipateni zokuguquguquka zinokwahluka kakhulu kwii-asethi ezahlukeneyo, zifuna uhlengahlengiso kwixesha elibekiweyo.

4. Ukutolikwa koKuguquguquka kweMbali

4.1 Ukuqonda iiMbali eziZingatshintshiyo eziFundo

Ukutolika i-Historical Volatility (HV) isalathisi ibandakanya ukuhlalutya ixabiso layo ukuqonda inqanaba lokuguquguquka kokhuseleko okanye imarike. Amaxabiso aphezulu e-HV abonisa ukuguquguquka okukhulu, okuthetha ukuguquguquka okukhulu kwamaxabiso, ngelixa amanani asezantsi ecebisa ukuguquguquka okuncinci kunye neentshukumo zamaxabiso ezizinzileyo.

4.2 Ukuguquguquka okuPhezulu kweMbali: Iimpembelelo kunye nezenzo

• I ntsi ngiselo: I-HV ephezulu ibonisa ukuba ixabiso le-asethi liye lahla linyuka kakhulu kwixesha elikhethiweyo.
• Iziphumo: Oku kungabonisa ukwanda komngcipheko, ukungazinzi kwemarike okunokwenzeka, okanye amaxesha okungaqiniseki kweemarike.
• Izenzo zoMtyali-mali: TradeAbarhwebi banokujonga amathuba orhwebo exeshana elifutshane kwiindawo ezinjalo, ngelixa abatyali-mali bexesha elide banokulumka okanye baphinde baqwalasele izicwangciso zabo zokulawula umngcipheko.

4.3 Ukuguquguquka okuphantsi kweMbali: Iimpembelelo kunye nezenzo

• I ntsi ngiselo: I-HV ephantsi icebisa ukuba ixabiso le-asethi lizinzile ngokwentelekiso.
• Iziphumo: Olu zinzo lunokubonisa umngcipheko ophantsi kodwa lunokwandulela amaxesha okuguquguquka (ukuzola phambi kwesiphango).
• Izenzo zoMtyali-mali: Abatyali-mali banokuqwalasela eli thuba lotyalo-mali lwexesha elide, ngelixa traders inokuba lumkele ukubakho kweespikes ezizayo zokuguquguquka.

4.4 Ukuhlalutya iiNdlela zokuZingatha ngokweMbali

• Ukunyuka koMkhwa: Ukunyuka kancinci kwe-HV ekuhambeni kwexesha kunokubonisa ukuxinana kwemarike okanye ukunyuka kwamaxabiso okubalulekileyo okuzayo.
• Ukwala uMkhwa: Ukwehla kwendlela ye-HV kunokucebisa ukuzinziswa kweemarike okanye ukubuyela kwiimeko ezizinzileyo emva kwexesha eliguqukayo.

4.5 Ukusebenzisa i-HV kuMxholo weMarike

Ukuwuqonda umongo kubalulekile. Umzekelo, i-HV inokunyuka ngexesha lezehlo zentengiso njengeengxelo zengeniso, imisitho ye-geopolitical, okanye izibhengezo zezoqoqosho. Kubalulekile ukunxibelelanisa ufundo lweHV kunye nomxholo wentengiso ukutolika okuchanekileyo.

5. Ukudibanisa ukuguquguquka kweMbali kunye nezinye izalathisi

5.1 I-Synergy of Multiple Indicators

Ukudibanisa i-Historical Volatility (HV) kunye nezinye izalathisi zobugcisa kunokuphucula uhlalutyo lwemarike, ukubonelela ngombono obanzi ngakumbi. Le ndibaniselwano inceda ekuqinisekiseni imiqondiso yokurhweba, ukulawula umngcipheko, kunye nokuchonga amathuba emarike awodwa.

5.2 HV kunye neMiyinge yokuHamba

• IQhinga elidityanisiweyo: Ukunxulumanisa i-HV kunye ne-Moving Average (MAs) inokusebenza. Umzekelo, ukunyuka kwe-HV kunye ne- umlinganiselo ohambayo i-crossover inokubonisa ukonyuka kokungaqiniseki kwemarike okuhambelana notshintsho olunokwenzeka.
• isicelo: Le ndibaniselwano iluncedo ngakumbi kumaqhinga alandelayo okanye okubuyisela umva.

I-5.3 ye-HV kunye ne-Bollinger Bands

• IQhinga elidityanisiweyo: Bollinger Iibhendi, ezizilungelelanisayo ngokusekwe kukuguquguquka kweemarike, zinokusetyenziswa ecaleni kwe-HV ukuqonda ngcono ukuguquguquka kwamandla. Ngokomzekelo, ukufundwa kwe-HV ephezulu kunye nokwandiswa kwe-Bollinger Band kubonisa ukuguquguquka okukhulu kweemarike.
• isicelo: Ilungele ukujonga amaxesha okuguquguquka okuphezulu okunokubangela amathuba okuqhawuka.

I-5.4 i-HV kunye neSalathiso saMandla aManyanisiweyo (RSI)

• IQhinga elidityanisiweyo: Ukusebenzisa i-HV kunye ne RSI inokunceda ekuchongeni ukuba ngaba inqanaba lokuguquguquka okuphezulu linxulunyaniswa neemeko ezithengisiweyo okanye ezithengisiweyo.
• isicelo: Iluncedo kwi ngesantya ukurhweba, phi tradeI-rs inokulinganisa amandla entshukumo yexabiso kunye nokuguquguquka.

I-5.5 HV kunye ne-MACD

• IQhinga elidityanisiweyo: The Ukuhambisa umndilili wokuDibana kokungafani (i-MACD) isalathisi, xa isetyenziswe kunye ne-HV, inceda ekuqondeni ukuba ukunyakaza okuguquguqukayo kuxhaswa ngokukhawuleza.
• isicelo: Isebenza ngempumelelo kwiindlela zokulandela iindlela, ngakumbi ekuqinisekiseni amandla eendlela.

5.6 IiNdlela eziGqwesileyo zokuDibanisa iZalathi

• Uhlalutyo olongezelelweyo: Khetha izikhombisi ezincedisa i-HV ukubonelela ngeendlela ezahlukeneyo zokuhlalutya (umkhwa, umfutho, umthamo, njl.).
• Ukunqanda ukuFaneka: Iimpawu ezininzi kakhulu zinokukhokelela ekuhlalutyeni ukukhubazeka. Ukunciphisa inani lezalathisi ukugcina ukucaca.
• Ukuqinisekisa: rhoqo umva izicwangciso zokudibanisa i-HV kunye nezinye izikhombisi ukujonga ukusebenza kwazo kwiimeko ezahlukeneyo zemarike.

6. Ulawulo loMngcipheko ngokuguquguquka kweMbali

6.1 Indima ye-HV kuLawulo loMngcipheko

I-History Volatility (HV) sisixhobo esibalulekileyo kulawulo lomngcipheko, esinika ulwazi malunga nokuguquguquka kwangaphambili kwe-asethi. Ukuqonda i-HV kunceda ekulungiseni izicwangciso zolawulo lomngcipheko ngokokuguquguquka okukhoyo kutyalo-mali.

6.2 Ukumisela i-Stop-Loss kunye neNqanaba lokuThatha iNzuzo

• isicelo: I-HV inokukhokela useto lwe stop-ilahleko kunye namanqanaba okuthatha inzuzo. Ukuguquguquka okuphezulu kunokuqinisekisa imida ebanzi yelahleko yokuyeka ukunqanda ukuphuma kwangaphambi kwexesha, ngelixa ukuguquguquka okusezantsi kunokuvumela ukumisa okungqongqo.
• Icebo: Into ephambili kukulungelelanisa ukulahleka kokuyeka kunye nokuthatha inzuzo kunye nokuguquguquka kokulinganisela umngcipheko kunye nomvuzo ngokufanelekileyo.

6.3 Ukwahluka kwePotfoliyo

• U vavanyo: Ukufundwa kwe-HV kwii-asethi ezahlukeneyo kunokwazisa ulwahlulo izicwangciso. Ukuxubana kwe-asethi enamanqanaba ahlukeneyo okuguquguquka kunokunceda ekudaleni ipotfoliyo elungeleleneyo.
• Ukuphunyezwa: Ukubandakanya ii-asethi ezine-HV ephantsi kunokubanakho ukuzinzisa ipotfoliyo ngexesha lobunzima bezigaba zemarike.

6.4 Ubungakanani beNdawo

• Icebo: Sebenzisa i-HV ukulungisa ubungakanani bendawo. Kwiimeko eziguquguqukayo eziphezulu, ukunciphisa ubungakanani besikhundla kunokunceda ukulawula umngcipheko, ngelixa kwisetingi ezisezantsi zokuguquguquka, izikhundla ezinkulu zinokunokwenzeka ngakumbi.
• Ukubala: Oku kubandakanya ukuvavanya i-HV ye-asethi ngokunxulumene nokunyamezela umngcipheko wepotfoliyo iyonke.

6.5 Ukungena kwiMarike kunye nexesha lokuphuma

• Uhlalutyo: I-HV inokunceda ekumiseleni iindawo zokungena kunye nokuphuma kuzo. Ukungena a trade Ngexesha le-HV ephantsi inokwandulela ukuqhambuka okunokwenzeka, ngelixa ukuphuma ngexesha le-HV ephezulu kunokuba bubulumko ukuphepha ujingi olukhulu.
• Uqwalaselo: Kubalulekile ukudibanisa uhlalutyo lwe-HV kunye nezinye izikhombisi zexesha lemarike.