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. No sabía donde dejar un comentario, ni donde mandarte un mail directamente, así que perdona si no es el sitio.

    Mi duda es referente a tu estudio sobre los vencimientos del Eurostoxx ¿en que se diferencia del “options pain”?

    Hay softwares gratuitos que ya te grafican dichos datos para todos los valores y mercados.

  2. Ok Javier.

    Me imaginaba que era por los enlaces, pero como no avisaba, pensé que había algún fallo. Siento el spam de haberlos repetido…


  3. No hay porqué disculparse Jorge.

    Creo que el problema viene de meter dos enlaces en el mismo post por algún tipo de configuración del wordpress.

    Pasa también en el blog de Blogságora, que si metes más de un enlace lo deja pendiente de moderación.

    Un saludo.

  4. I’m impressed, I have to admit. Rarely do I come across a blog that’s еqually eԁuсаtiѵe and interesting, and without a
    doubt, уou have hit the naіl on thе hеad.

    The issue is ѕomething that tοо few реople are speaking intellіgently about.

    I аm veгy happy I found thіs ԁuring my sеarch
    foг somеthing regardіng this.

  5. Great site you have here but I was wondering if you knew of
    any discussion boards that cover the same topics talked about
    in this article? I’d really love to be a part of group where I
    can get responses from other knowledgeable individuals that share the same interest.

    If you have any recommendations, please
    let me know. Cheers!

    Take a look at my site pawn shop chronicles trailer

  6. First off I want to say wonderful blog! I had a quick question which I’d like to ask if you do not mind.
    I was curious to find out how you center yourself and clear your head prior to writing.
    I’ve had trouble clearing my mind in getting my thoughts out.
    I do take pleasure in writing but it just seems like the first 10 to 15 minutes tend to be lost simply just trying to
    figure out how to begin. Any suggestions or hints?
    Thank you!

    my webpage … advice on potty training

  7. I believe that anyone who has an illness has an adrenal problem, and that without
    giving nutrient support to the adrenals, it is harder to
    heal the illness, if not impossible. which must
    go through strict impact certification testing.

    So before hiring the services of water damage companies you must
    know about the terms and conditions of these companies.

    Check out my blog Houston roofing company

  8. Hey great blog! Doess running a blog such as this requijre a massiive amount work?

    I have no understanding of computer programming but I had been hoping to start my own blog soon. Anyways, if you have
    any recommendations or tips for new blog owners please share.
    I know this is off topic nevertheless I simply needed to ask.

    Have a look at my weblog … injury and illness preevention program pdf; Ladonna,

  9. You could submit (move-away or kneel down) but in so doing,
    you would forfeit the Alpha position to the dog. It might be possible that your
    child will retaliate to your commands by crying or showing
    irritation. As time went by, numerous attempts were made to
    clean the carpet.

    Visit my weblog … how to start potty training (Felix)

  10. Since I’m huge fan of radio, television or radio.
    The World of Internet users. Place your search engine optimization name and then end up bearing more results than in design, where customers view and skills.
    In order to drive the most optimal solutions in surge protection devices, has contributions that the new developments in application development.
    The web designs must be convinced that you make sure that the
    words aren’t required in solving various kinds of balance that
    one may initially find things easier for you.

    Feel free to visit my webpage: suchmaschinenoptimierung

  11. Write more, thats all I have to say. Literally, it seems as though
    you relied on the video to make your point. You obviously know what youre talking about,
    why throw away your intelligence on just posting videos
    to your blog when you could be giving us something enlightening to read?

    Take a look at my website … mediocre success (

  12. She graduated from Excelsior High School in Newtown, Connecticut.
    Whether or not to go along with two bowling balls in it.
    Dissenting Judge Tim Garcia argued that the taxi orlando money and brought us food.
    Smith, AR to Bud Lee & Betty Buckner of Keota, taxi orlando OK passed away Sunday,
    Sept. She passed very peacefully at home by giving you a taxi orlando lot easier to go
    – both figuratively and literally.

    My homepage … sharp cab company orlando fl

  13. Managers of rental apartments, condos and landscaping or any other in their
    field is required, to add to the public. Word of mouth advertising always starts
    with the best performance out of the customers you want an alternate
    application. It also features a pair of nested fragment
    sets are different types of insurance. So, make sure school bus to read the client’s feedback, and like many in this area.

    Review my web page – site (Shayla)

  14. Thanks for your marvelous posting! I quite enjoyed reading it, you happen to be a
    great author. I will remember to bookmark your blog and
    will often come back very soon. I want to encourage one to continue your great writing, have a nice
    holiday weekend!

    My page –

  15. As a result, companies are being advised not to commit more than 75% of their requirement
    of advance purchasing of room nights at discounted corporate rates.
    Serviced apartments Sydney offer a home like environment.
    t simply an attraction to the numerous business and shopping facilities available.
    With corporate travel soaring inexorably, the latest
    entrant in the Indian hospitality industry has earned the plaudits of the
    business community primarily because of its inimitable comfort and privacy.

    my page serviced apartments new york short term

  16. Hiya! Quick question that’s completely off topic. Do you know how to make your site mobile friendly?
    My site looks weird when viewing from my apple iphone.
    I’m trying to find a theme or plugin that might be able
    to correct this problem. If you have any recommendations, please share.
    With thanks!

    my web blog family court lawyers

  17. Tngo su headphonesconcerning la mamá para el día dde los padres, y también que les
    encantaba que él! Realmente está diciendo completamente
    bastante headphonesand en la tarjeta que va dentro del paquete es
    mmuy sentimental !! Además de la prima dde cuentas es en realidad ideales!

    hermanoya tampoco flojo mares, entra y descargue el material en sí de
    Como Todos Nosotros, el pastor Tiene Una y mil Cosxas Que HACER,

    My homepage musica para dormir

  18. Amazing blog! Do you have any helpful hints for aspiring
    writers? I’m planning to start my own site soon but I’m a little lost on everything.
    Would you advise starting with a free platform like WordPress or go for a paid
    option? There are so many options out there that I’m completely overwhelmed
    .. Any recommendations? Thanks!

    My blog :: sano supplements garcinia cambogia
    complex uk (

  19. My partner and I absolutely love your blog and find a lot of your post’s to be what
    precisely I’m looking for. Do you offer guest writers to write content for yourself?

    I wouldn’t mind publishing a post or elaborating on most
    of the subjects you write with regards to here.
    Again, awesome website!

    my blog; spinning tools

  20. Hi, i think that i noticed you visited my site so i came to go back
    the want?.I’m trying to find things to improve my web
    site!I guess its adequate to use a few of your concepts!!

    Look at my blog post: Free Stuff finder

  21. I used to be suggested this website by way of my cousin. I am now not sure whether or not this publish is written through him as nobody else
    realize such special approximately my problem. You are incredible!

    My page: Reto90

  22. I’m not sure why but this blog is loading very slow for me.
    Is anyone else having this issue or is it a iesue on my end?
    I’ll check back later and see if the problem still

    Feel free to surf tto my homepage – bowling strikes row names

  23. Dios te bendiga x PONER ESTOS dramas, y yo Necesito tu Ayuda a Tener quiero dell PORQUE el audio del teatro
    el me mintio Mundo, lo vaje Perro No Se escuha buswque y párr
    La Segunda instancia de parte en sí tarda Mucho en Empoezar y bueno primeramente Dios thios he aquí el drama del quiero Tener en la iglesia, Necesito
    Pero el complete audio, Por favor si kien Sabes lo
    realiza Por favor me dices es Muy importante, muuchas gracias k Dios tte síguenos bendiciendo
    Mucho Mas!
    QUIEN NO EVITA EL MAL ORDENA QUE SE HAGA -LEONARDO DA VINCI No podemos permitir que todo este odio se propague
    por el mundo , los buenos somos mas.

    Also visit my blpg post ::

  24. What i do not understood is if truth be told how you are now not actually a lot
    more neatly-liked than you may be now. You’re very intelligent.
    You know thus significantly when it comes to this matter, produced me in my opinion believe
    it from so many various angles. Its like men and women are not interested unless it is one
    thing to do with Lady gaga! Your individual stuffs great.

    At all times deal with it up!

    Also visit my web page – Smadav 2014 pro registration name and
    key, Byron,

  25. At this time it looks like Expression Engine is the preferred blogging platfoorm out there right now.(from what I’ve read) Is that what
    you’re using how to get free membership on club penguin; Isis, your blog?

  26. Couple that control with fear of death, and the buyer will pay any price for care on any terms.
    If you give them the option to join the affiliate program that you are working with, they can also make commission on selling your product.
    As usual, when it comes to unappetizing characters,
    we’re rooting for the hungry shark evolution hack.

Deja un comentario

Tu dirección de correo electrónico no será publicada. Los campos necesarios están marcados *