Modelling the Volatility of FCPO & FKLI Futures

Loading Events

« All Events

  • This event has passed.

Modelling the Volatility of FCPO & FKLI Futures

September 14, 2021 @ 8:30 pm - 10:00 pm SMT

Volatility based trading is a popular trading methodology among institutional FCPO traders in Malaysia. Bollinger Bands (BB) and Average True Range (ATR) are among the most commonly deployed volatility-based strategy among different types of volatility trading.

In this webinar, you will learn the actual implementation of model theories of volatility modelling, and its comparison with more traditional volatility models like BB and ATR.

  • Basic understanding of volatility modelling using statistical software.
  • Volatility clustering characteristics specific to financial time series.
  • Volatility based models for FCPO & FKLI and correlated assets.
  • Application of ARCH Model to forecast volatility of FCPO & FKLI.

.

Speakers
Alex Siew

Speaker Profile

  • Alex is Fund Director of SC licensed Robo Advisory firm BH Global Fintech Solutions Sdn Bhd
  • Alex holds a Master in Information Technology in Business from Lincoln University, United Kingdom
  • He offers regular personal coaching sessions on futures trading and platform usage to new investors.
  • He is a holder of CMSRL issued by Securities Commission.

Details

Date:
September 14, 2021
Time:
8:30 pm - 10:00 pm SMT
Website:
Alex

Venue

Online

Organizer

Bursa Malaysia
View Organizer Website