---
title: Volatility and Trend Profits in Stocks
url: https://www.ml-quant.com/papers/repec/taf-applec-v-55-y-2023-i-32-p-3788-3805/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:taf:applec:v:55:y:2023:i:32:p:3788-3805
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F00036846.2022.2118222%3Bh%3Drepec%3Ataf%3Aapplec%3Av%3A55%3Ay%3A2023%3Ai%3A32%3Ap%3A3788-3805
featured: 2023-06-28
citations: unknown
topic: Derivatives & Volatility
---


# Volatility and Trend Profits in Stocks

Stock volatility impacts trend-following profits, investors can use signal volatility estimates for trading rules.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F00036846.2022.2118222%3Bh%3Drepec%3Ataf%3Aapplec%3Av%3A55%3Ay%3A2023%3Ai%3A32%3Ap%3A3788-3805
- Identifier: RePEc:taf:applec:v:55:y:2023:i:32:p:3788-3805
- Released: 2023-06-28
- First featured: Quant Letter No. 5 (2023-06-28): https://www.ml-quant.com/issues/2023-06-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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