Weekly Equity Market Update, Volatility List and Trend Recognition

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Volatility List

The Vola List provides a comprehensive overview of the volatilities, performance ratings and dividends of the entire Deritrade underlying universe.

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Trend Recognition

This analysis is an important criterion when selecting stocks for the use of structured products. The method combines the concepts of short-term momentum and relative strength according to Levy to generate a long-term trend recognition. While the relative strength criterion ensures that investments are made in line with the trend direction, the momentum, on the other hand, is intended to indicate a possible trend reversal at an early stage. This combined approach is shown in an easy-to-understand four-quadrant chart. The upper right quadrant contains so-called «trend followers», i.e. stocks that currently have both a clear trend direction (i.e. a relative strength greater than one), and a momentum greater than one.

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