Volatilidad y noticias.

Para los que no estén metidos en el intradía, deben alucinar cuando ven los movimientos de los mercados cuando salen noticias importantes, como los datos de empleo, el PIB o las reuniones de la Reserva Federal, como ayer.

Hoy os voy a poner el motivo de porqué aumenta la volatilidad en esas situaciones.

No solo es que aumente el volumen de contratos movidos inmediatamente antes (a veces, pero mosqueante) y después del dato o noticia, sino que además la gente literalmente «se quita de en medio» hasta ver la interpretación del mercado. Como muestra un botón, de ayer en el Nasdaq, en las dos capturas siguientes de la profundidad del Nasdaq:

La primera se corresponde con unos instantes antes de que comience el comunicado de la FED.

Como veréis, 95 contratos a la compra y 128 a la venta. Y eso, ¿es mucho o poco?…

Pues lo véis en la segunda captura, minutos depués de acabar el comunicado y con un volumen más o menos normal, 1005 a la compra y 1068 a la venta.

Las conclusiones son claras, cualquier paquete mediano, digamos de 150-200 contratos, metido a mercado en los momentos de bajo volumen, genera una de esas barras enormes que se dan después de datos o noticias importantes.

Los volúmenes se concentran en posiciones de resistencia y soporte importantes y cualquier orden fuerte que entra a mercado barre todo el papel o el dinero hasta dicha resistencia o soporte.

En muchas ocasiones estos movimientos se dan para acabar al final en el mismo sitio que antes de la noticia, es decir, se aprovecha la noticia por los programas de trading para hacer caja arriba y abajo sin que nada sustancial cambie… bueno si, cambia de manos una parte sustancial de dinero.


68 responses to “Volatilidad y noticias.

  1. I like the helpful information you provide in your articles.

    I’ll bookmark your weblog and check again here frequently.
    I am quite sure I will learn many new stuff right here!
    Best of luck for the next!

    Look at my blog obama budget

  2. Most experts recommend allocating no more than 10% of your investment portfolio to precious metals such as gold,
    silver, and palladium. Each coin contains one Troy ounce
    of pure fractional silver – http://www.blog.tassiaart.com, with a weight
    and purity guaranteed by the U. Actually, this precious metal has been regarded as a
    form of currency and a store of worth for over four centuries.

  3. In closing, you noticed the title of the article was Occupy fractional Silver.
    Every specific coin is composed of one troy ounce of silver, developing a 99.

    High-Grade Coins of British India – Apart from its legendary treasures, each materials and spiritual, India holds in store numerous riches for your coin collector.

  4. For something, their metabolism is naturally lower,
    their body carries more fat, weight loss tips and motivational pictures they undergo a number of
    pregnancies during their lifetime. the key’s in order to nourish one’s body
    with what it must ensure that is stays healthy and balanced.
    A good way to start paying more attention to your diet plan is always to start keeping an everyday food diary.

  5. Wonderful blog! Do you have any hints for aspiring writers?
    I’m planning to start my own site soon but I’m a little lost
    on everything. Would you propose starting with a free platform like WordPress or go for a paid option? There are
    so many choices out there that I’m completely confused ..

    Any recommendations? Many thanks!

    my website PPI Calculator

  6. Generally referred to as mouth rinse, mouth wash is a chemical broker with therapeutic properties made use of to enhance dental
    hygiene. It works by damaging plaque that is caused by germs.
    This bacteria is largely liable for bad mouth odor, gum
    inflammation and dental caries. Over years, extensive
    study has actually been performed in order how to get rid of stinky breath come
    up with most effective option for foul breath. This study has mainly been intended at regulating the Volatile
    Sulphur Compound which creates anaerobic microorganisms that stays in the mouth and also secretes compounds that lead to halitosis.
    This particular bacteria is one of the most common reason for bad breath in our population.

  7. 東京から新潟へ住まいを変えたとき、予定がぎっしりとしていたため、荷造りに難儀しました。転居予定日は決まっているのに、荷造りの終わりが見えません。



    Feel free to surf to my web blog – http://xn--68j062gbillhgdkccysqo5c.biz/

  8. отличное крео для донора отличное крео для донора отличное крео для донора отличное крео для донора отличное крео для донора отличное крео dice:

    отличное крео для донора отличное крео для донора отличное крео для донора отличное крео для донора отличное крео для донора отличное крео для донора http://google.com

  9. отличное крео для донора отличное крео для донора отличное крео для донора отличное крео для донора отличное крео для донора отличное крео dice:

    It is the happiest time of my life so far, when I am watching these} funny video clips at this place, because after full day working I was so tired and now feeling perfectly.

Comments are closed.