tag:blogger.com,1999:blog-2676650858658561710.post5048291052301815924..comments2023-11-02T06:14:07.871-04:00Comments on Quantifiable Edges: A Look At The Recent Volatility ContractionRob Hannahttp://www.blogger.com/profile/07596674657839065754noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-2676650858658561710.post-74508634666604055812010-02-23T23:31:13.568-05:002010-02-23T23:31:13.568-05:00Joe -
What you do with information depends on how...Joe - <br />What you do with information depends on how and what you trade. You could try for a range breakout, which I discussed a bit in last night's subscriber letter. You could make an options play (straddle, strangle, etc.). You could use it to set expections for target prices. Having a volatility expectation can be very useful.<br /><br />Evan,<br />Please use the link I provided to click through and see the July study. There I discuss the indicator results using 2 time frames. 1960 - July '09 and 1999 - July '09. The chart I showed today simply shows a current snapshot.<br /><br />RobRob Hannahttps://www.blogger.com/profile/07596674657839065754noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-13602348594616884292010-02-23T21:41:00.185-05:002010-02-23T21:41:00.185-05:00it appears you looked at about 1 month of historic...it appears you looked at about 1 month of historical daily data. is this adequate amount of data to draw a conclusion? if statistical analysis were applied I don't think this would be enough data to be an meaningful sample. good luckAnonymoushttps://www.blogger.com/profile/17315557275617569435noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-19480161586066670312010-02-23T18:44:36.058-05:002010-02-23T18:44:36.058-05:00I infer by your not saying which direction that fo...I infer by your not saying which direction that forthcoming move might be that it could be a big move up or down....only that your data indicates that there will be a bigger move than recently typical. <br /><br />So what are we supposed to do with this sort of insight?Joehttps://www.blogger.com/profile/15672518604933082585noreply@blogger.com