Volatilidad y noticias.

| agosto 11, 2010 | 64 Comentarios

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.

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Categoría: General, Trading

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