Quizzes & Puzzles4 mins ago
Modeling Market Volatility - please help
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I'm starting a side project for my job, and would appreciate some advice!
The idea is to compare my company's client trading volume (we're an online forex broker) with overall market volume/volatility patterns.. aka, if the market dries up in early summer then we should expect to see a dip in our numbers.
My problem is finding the right market indices/stats to use for comparison. I'm thinking of using the VIX and credit spreads, but those dont exactly gauge the forex market specifically.
Any ideas guys?
The idea is to compare my company's client trading volume (we're an online forex broker) with overall market volume/volatility patterns.. aka, if the market dries up in early summer then we should expect to see a dip in our numbers.
My problem is finding the right market indices/stats to use for comparison. I'm thinking of using the VIX and credit spreads, but those dont exactly gauge the forex market specifically.
Any ideas guys?
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