CQG IC and QTrader offer two studies that track volatility: Implied Volatility and Historical Volatility. This post details each study and provides an Excel spreadsheet for tracking the two.
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Imagine that today the 20 day correlation between the E-mini S&P 500 futures contract (symbol: EP) and the Crude Oil Contract (symbol: CLE) is 0.82. Now, is that a typical value or an unusual… more