FTSE 100 Volatility

[fastnet]

Could anyone advise where I might find stats relating to the relative intra-day volatility of FTSE 100 constituent shares?

Volumes are easy to find but I would like to make a list of 5-10 shares that really swing over the course of a trading day or week. They have to be FTSE 100 so that I stand half a chance of getting a decent spread from Fins on their rolling contract.

Any advice gratefully received.

Cheers

FN

 

[Roberto]

Any advice gratefully received.

Close your Fins account and go to a proper SB firm!

 

[TheBramble]

Could anyone advise where I might find stats relating to the relative intra-day volatility of FTSE 100 constituent shares?

You need to be reviewing this on an on-going basis fastnet. What's hot today/this week - may not be next.

Regardless of your trading timeframe with the FTSE100 it's a simple business to put in a volatility indicator (of your choice) and scan through them visually.

Alternatively, do it via a scanner. The latter is easier, but only if they've implemented your chosen volatility flavour.

I'd suggest you also look at the absolute price and not just volatility - low priced shares are even more of an issue if you're SBing.

 

[fastnet]

Thanks Bramble and I certainly agree about the absolute price. There is no (obvious) logic to Fins spreads - I would have imagined they'd be a fixed ratio of the price. Nope. Sadly the spread available has to be given much more weighting as a factor than the underlying chart.

Shell has been swinging nicely today AND I get a decent rolling spread - ditto TSCO which is still a short in my book.

Thanks again for the advice - looks like manuel plodding thru the charts and cross check with the spreads is the only way. I suppose the width of BB's on a yearly chart would give you an idea as to whether any particular share was more or less volatile than recent weeks/months.

Cheers

 

[SIMONJ1968]

I have traded the FTSE 100 for many years and I have to admit, the returns were ok but nothing exceptional. I traded Futures and Spreasdbetting for many years and now I am looking to get away from SB and trading the FTSE market. It is not volatile enough and am now trading Options. I attended acourse in February and has changed my outlook on investing. I am now more optimistic about generating very high returns - I am in 3 trades at the moment and they are mainly in the US markets eg Dow. They are alot more volatile than the FTSE. I hope this is useful information!