Implied Deviation Caculations

#1

Hello… I’m new to Apex and Nadex and enjoy the platform and trading ideas. My problem is that I also trade Futures that Nadex does not include. I attended a webinar hosted by Darrell that touched on trading volume spikes at deviation levels, and that really makes good sense. I’ve been able to find ways to calculate standard deviations but I need to calculate Implied Deviations. Any one that could supply these calculations ? THANKS IN ADVANCE

#2

Standard deviations are based historical volatility. Implied Deviations designed by Apex are based on implied voloatlity - future expected move.

This is a proprietary formula that we use for extracting the IV from 3 months of options weighting the IV and factoring it into a 1 day move. We will be adding deviations for other futures markets within the next 2 months so long as the market is optionable.

We plan on adding over 40 futures markets, dozens of fx pairs, and over 3,000 stocks/etf’s and indices with the upgrade.

#3

Thanks Darrell… will be looking for the update. The only futures I trade that are not covered now are cocoa and coffee. Hope they will be included in the update.

#4

Does this apply to Nadex as well or strictly Apexinvesting?

#5

We aren’t nadex :slight_smile: this is just regarding deviation levels provided by apexinvesting

#6

Since yesterday deviation levels on CL not showing properly only settlement showing. I checked other instruments and they working fine. I re-installed the toolkit, tune up NT7 ( http://apexinvesting.net/forum/apex-indicators-technical-support-180/ninja-seems-soooo-slow-lately-ninja-trader-tune-up-1250.html# ) delete cache in db file and still the same problem. Any idea.

#7

Yes - roll oil to CL 08-14 the future contract rolled and your still looking at CL 07-14. Its much easier than all those other steps you took. Deviation levels are not a remove toolkit, ninja, tune up its just using the right contract.

We have the current underlying on the scanner - right under nadex information - current underlyings updated daily.