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Ask the Market - it'll give you the right answer.

This can be done easily in Amibroker Create a filter that measures volume*C to determine liquidity, One for Standard Deviation in % terms... You can then order them by both $ liquidity, volatility or both Filter = 1; AddColumn(MA(C*Volume,100), "Dollar Volume", 1.2 )...

Garch, "the situation" is under control, wouldn't you say ? :)

Swing, I think that was a typo on his part - the first increasing should likely be read as decreasing.... "If the IV's are increasing (should be decreasing imo), then traders expect volatility to be flat to lower. If IV's are increasing, then traders except volatility to rise." Increasing...

volatility is cheap if you assume things will get worse.. again

see euan sinclair's - volatility trading - the book has explanations of typical volatility models... I assume you can use them on shorter timeframes as well, though you would likely have to use a more complex model or a number of different models to get an accurate sample that deals with...

I think Scientists and Entrepreneurs are likely a lot higher up in the grand scheme of things than politicians or the military.. but in 3rd world countries I guess being a scientist or an entrepreneur is a kind of luxury...

good books exist - maybe start with a good book such as this: http://www.amazon.com/Taming-Your-Gremlin-Revised-Surprisingly/dp/0060520221

why do you need ask permission to be a trader or to be successful.. sounds like you are worried of either blowing up or actually making it...or both If you think this is just a trading issue its not - It would feel the same way for you likely if you were starting a technical business at...

They wear diapers and get a free buffet, complimentary room and the occasional drink too? :)

Hey, let's not criticize higher education too much now - it supplies real traders with plenty of fodder- Dentists, Doctors, LTCM fund managers.... efficient Markets theorists....

biggest money manager in the world- pimco disagrees.. http://finance.yahoo.com/news/Stocks-higher-Famed-investor-apf-3376212915.html?x=0&sec=topStories&pos=5&asset=&ccode=

Ahhhhhh... the internet... http://www.prleap.com/pr/27412/

Then you definitely should not be buying stocks..... They've all been used, some more than others!

pitz its not what if - its called deflation. Very hard to hedge that kind of risk out from your portfolio ... I suggest you Buy options on volatility - on credit spreads widening (as an aside this can lead to basis trading blow ups, so be long CDS')... in general be long volatility, this...

sounds like they have some <b>"disgruntaled"</b> customers... what about <b>"disgruntaled"</b> employees :)

"We are going to grow traders just like they grow turtles in Singapore." - Richard Dennis

just for your info- in amibroker you can sort a pool of 1000s of equities at once using yahoo free fundamental data.. you can then likely code a strategy that buys the highest sector ranking (yahoo already provides the sector name/code which amibroker will sort) and say, as an example, shorts...

The topic is not really worth pursuing unless you have $$$ for a staff of data pro's to process, interpret, test and execute ... which means $100k's for each employee... Software like KDB+ to start this process in a HF setting is $100k+ and you need a super expensive data feed... Good luck..

tman - thats because you must be good.. Myself, I can't take parkinson volatility and turn it into a strategy ....