In finance, volatility is a measure of the percentage change in the price of a financial instrument over time. Historical volatility derives from the actual historical series of prices measurable in the past while the implied volatility derives from the market price of the options of the financial instrument analyzed, for future maturities currently traded.

Precisely from the analysis of the history of any market, through elaborate statistical formulas we are able to establish its trend but above all to project minimum and maximum levels on a monthly, weekly and daily basis, with verified reliability of 70%. These projections, combined with the time of the phase in question, very often turn out to be excellent target levels for entry and exit from the trade.