Panics /Unidirectional liquidity

Spectre2007

Spectre2007

If your a struggling trader....

wait for a market that is volatile and slap exponential moving averages on a tick chart. Trade it with the signals, and increase account size.

or if your a hedge fund, scan the various markets all over the world that you have access to, look for securities that meet your volatility filter. Slap some exponential moving averages and sit back.. :)
 
how would you go about assessing volatility based on the different metrics of a given market?

- tick movement per second (micro price structure)
- order flow size on DOM (micro price structure)
- price variance (macro price structure)
 
Quote from Spectre2007:

how would you go about assessing volatility based on the different metrics of a given market?

- tick movement per second (micro price structure)
- order flow size on DOM (micro price structure)
- price variance (macro price structure)
More...

Spec,

I've always enjoyed reading your posts. When do you expect high vola to return?
 
Quote from iloveoptions:

Spec,

I've always enjoyed reading your posts. When do you expect high vola to return?
More...

you can anticipate it, but can't predict volatility with certainty.

- news reports
- fed meetings/decisions
- underlying index components news/technicals.
- world events

if you could predict volatility, you can buy and sell it like anything else. Only when your in the midst of it, you will be able to tell. One could argue the volatility catalysts are instigated by banks/media/ .. so following trading houses ,...

goldman is trying to create a volatility event, 'fiscal cliff'..
http://www.cnbc.com/id/48725644/Goldman_to_Clients_Get_Out_of_Stocks_Before_Fiscal_Cliff_Hits
 
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