where is the volatility for spx?

comagnum said:
Range is expanding on the upside - volatility in reverse which leads to huge profits - these are the very conditions traders should thrive in.
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BS. Expanding range and volatility in reverse are the very conditions where enter and hold INVESTORS thrive. TRADERS thrive with volatility, which allows and creates opportunities for both long and short.

And regarding the expanding range... On a daily and weekly basis there is unprecedented range contraction! Elsewhere there is a nice weekly chart of SP with ATR showing such. I think it was a @tommcginnis post, maybe not.

Edit... Found the weekly S&P w/ATR chart... https://www.elitetrader.com/et/attachments/spxwatr2yrcapture-png.180920/
 
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Expanding range and volatility in reverse are the very conditions where enter and hold INVESTORS thrive.

You have momentum readings on the NDX & DJI not seen for 18 years. We have stocks like Amazon with momentum way stronger than it was in 1999.

An old saying 'If you can't make $ in a bull market you may be in the wrong business' Sounds like you have tunnel vision. After all we are 9 years into this bull run. These are prime time conditions for momo, mean reversion, trend following, and positional.

Why so many traders by default all want to flock into the sluggish ES/SPY is baffling - not exactly know for its volatility.
 
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comagnum said:
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Why so many traders by default all want to flock into the sluggish ES/SPY is baffling - not exactly know for its volatility.
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Because they think that if they do not have millions in volume, they won't get filled. Sad, really.

ES is a marketing scam.
 
comagnum said:
Expanding range and volatility in reverse are the very conditions where enter and hold INVESTORS thrive.

You have momentum readings on the NDX & DJI not seen for 18 years. We have stocks like Amazon with momentum way stronger than it was in 1999.

An old saying 'If you can't make $ in a bull market you may be in the wrong business' Sounds like you have tunnel vision. After all we are 9 years into this bull run. These are prime time conditions for momo, mean reversion, trend following, and positional.

Why so many traders by default all want to flock into the sluggish ES/SPY is baffling - not exactly know for its volatility.
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The thread is titled "Where is the volatility for SPX". Not momentum, not NDX, not DJI.

I called BS on your statement "traders" should be thriving on your logic regarding the SPX. You even point out above it's prime time for trend and positional. Some would consider that investing, and not trading.

All that said, I don't trade ES or SPY. 2017 was "ok", but all the momo in the world does not make up for the volatility collapse that has occurred in all the major US stock index futures.
 
tiddlywinks said:
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All that said, I don't trade ES or SPY. 2017 was "ok", but all the momo in the world does not make up for the volatility collapse that has occurred in all the major US stock index futures.
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I agree that ES has shitty volatility, which it always does, which is why I don't personally like it. What decent trader would? But that does not mean that "all the major US stock index futures" have had bad volatility.

Don't make me pull up a NQ chart on you. You won't like it. :)
 
The thread is titled "Where is the volatility for SPX". Not momentum, not NDX, not DJI.

O.k. - let me explain. The stock indexes do not operate in a vacume.Trump winning caused a big rotation out of the SPX & into the other indexes - mainly the DJI & NDX, and to a lesser degree into the Russell & S&P 400 (midcaps). This trend played out through the 2017.

If you really think only investors can make $ in bull markets your misinformed.
 
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comagnum said:
The thread is titled "Where is the volatility for SPX". Not momentum, not NDX, not DJI.

O.k. - let me explain. The stock indexes do not operate in a vacume.Trump winning caused a big rotation out of the SPX & into the other indexes - mainly the DJI & NDX, and to a lesser degree into the Russell & S&P 400 (midcaps). This trend played out through the 2017.

If you really think only investors can make $ in bull markets your misinformed.
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In talking about vacuums... you suck! In one sentence you've encapsulated the entire 2017 market movement into a one-dimensional, one cause, one effect, idea. That, is a vacuum!!!

Comagnum... you are conventional wisdom at it's best!

Personally, I believe negative interest rates in many parts of the world, exchange rates, capital controls, capital flows, and a cornucopia of other factors and specifics here in the US and around the world play at least a small part, parallel to Trump.
 
comagnum said:
The thread is titled "Where is the volatility for SPX". Not momentum, not NDX, not DJI.

O.k. - let me explain. The stock indexes do not operate in a vacume.Trump winning caused a big rotation out of the SPX & into the other indexes - mainly the DJI & NDX, and to a lesser degree into the Russell & S&P 400 (midcaps). This trend played out through the 2017.

If you really think only investors can make $ in bull markets your misinformed.
More...


so you say people rotate out of SPX which caused SPX to spike 20%?:confused:
 
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