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Duster

12/31/04 9:16 AM

#9985 RE: 3xBuBu #9962

Wonderboy:

Here are a few place where Volatility is calculated. It's not exactly what you are looking for but might serve as a basis for some derivative work.

Volatility is calculated in the spreadsheets described here

http://www.gummy-stuff.org/simple-download.htm

and here

http://www.gummy-stuff.org/asset-correlation.htm

and here

http://www.gummy-stuff.org/weekly-data.htm

Happy Trading and Happy New Year!