Yep, the lol volatility hurts those FAZ/FAS/SRS systems.
BIDU and AIG are fine however, BIDU has been a trooper for a
long time now, always holds in there.
and of course the EOD system are holding in fine like the FAS
EOD it has no losing months yet
What would be a good volatility indicator to help turn the
systems on and off? I would think that a significant trend change
in volatility would help us to make those decisions.
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Yep, the lol volatility hurts
Day trading mechanical systems - Has anyone else notice the ...
Posted by matt on 5th of Aug 2010 at 02:57 pm
Yep, the lol volatility hurts those FAZ/FAS/SRS systems. BIDU and AIG are fine however, BIDU has been a trooper for a long time now, always holds in there.
and of course the EOD system are holding in fine like the FAS EOD it has no losing months yet
What would be a good
Posted by msusslin on 5th of Aug 2010 at 03:36 pm
What would be a good volatility indicator to help turn the systems on and off? I would think that a significant trend change in volatility would help us to make those decisions.