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Well right after I started this thread, I found another one. LOL. This one is an ETF led by Blair Hull. http://www.businesswire.com/news/home/20150625005381/en/Hull-Tactical-Asset-Allocation-Launches-ETF-Product#.VY9nMkYefiW

No. Variance has nothing to do with ACD. It's a mathematical term. It's how we measure dispersion. Volatility is a more broad term and it's usually associated with "movement". A levels are simply a measurement of that movement and they allow us to "quantify" it for the purpose of...

For a mutual fund? It's pretty rare. There is a growing number of "alternative" mutual funds out there now. But they are hard to find. Mom and pop types simply don't understand them and shy away.

You are not trying to predict variance. It's a given in this model. We "know" what the variance is because it's backward looking. So it's a constant. We are using variance to "benchmark" price action. We are looking for price and market movement to behave "differently" in the present then...

I don't often mention mutual funds but this new fund by Janus is a global fund that basically fades extreme moves in stocks and bonds. The strategy is purely quantitative. https://www.janus.com/retail/funds/janus-adaptive-global-allocation-fund

That is correct.

One of the best features you added was the auto-saving function. I can't tell you how many times I've written a long post and accidently hit some key and lost the entire post. Now when that happens and you go back to the thread, your post is there waiting for you to keep typing. Good job!

Hopefully I cleared everything up. Simple right? :)

No, variance is just a measure of the distribution of prices. It's a description of volatility. We use volatility in ACD because I believe volatility explains price action better then simply price. I also believe time explains price action better then price hence my previous comments from...

Volatility is a broad term we use to put all the various measurements under. It simplifies the nomenclature. So variance is under the volatility tent. But it's more specific. Implied volatility of options uses the standard deviation of annual movement. It's forward looking. In other...

This is correct. The only difference between the two is standard deviation is measured in the same units as the determining variable. Variance is not. So we often solve for variance and then take the sq root so we are back in our original units of measurement.

Noise is a part of volatility. Think of volatility as broken into two parts. One is the movement you "want". The other part is the movement you "don't want". Time is one way we deal with the movement we don't want. By our definition, if we have an adverse movement, we use time to confirm...

In finance, sigma or sigma^2 is usually how we denote risk. Let me respond to these theories and give you only my opinion (which is often wrong). 1) Markets do NOT seek risk. Markets are risk averse. In economics a great deal of studying has gone into risk aversion theory (google it). One...

Let me try to explain it this way. A levels are based on volatility. But the volatility levels we use are backward looking. The A levels capture the mean of a specific period of historical volatility whether it be a day, a week, a month or a quarter. So there is some chance that the forward...

I see I'm going to have a busy weekend here. I need to see where I put that tip jar. :)

Best FX trade going right now.

Oh I knew there was something I was forgetting....STPP!!!!! I've mentioned this ETF several times. It's the long yield curve ETF. Nice move. It's outperformed the ES this year 3 to 1 with probably half the risk.

Hate that trade. Failed QTR A down...Failed monthly A up....looks like a pain in the ass trade to me. LOL.

Played a few gigs? What are you in a jazz band or something? :) If a 30 day confirm confirms a monthly or QTR A down, I usually leave it alone. If it confirms a weekly I'll leave it alone for that week. Also the reset around the zero area usually means it needs to re-confirm again for me...

No Robert Yanks this week?