If you wanted volatility why not trade oil, euro, or the long bond even....quite a bit of volatility there over the last 6 months. No reason to hang around where your system(s) don't play well.
Yeah, but probably over half of the high volatilty days for this year came around April. Every days range was like 20pts. Would nice for it to spread out a bit more evenly, makes catching those breakouts a bit easier.
One big problem that none of you are taking into account with regard to volatility is that there is "good" and "bad" volatility. By this, I mean, throuout the '90's volatility may have been low in many cases BUT the likelyhood that a down day would be followed by another down day was very high. The same persistence for successive up days. Even in the high volatilty of the late '90's-2002, that ''persistence'' existed. It is NOT the case today, and this is why most hedgies/funds are all having a hard time trading this market. Today, an up day is likely followed by a down day and a big range day is likely followed by a narrow range day and so on. Just very frustrating to trade.
This is a very good point. I wrote a system which did very well for many years and crumbled with this new development. I think it is possible the situation will reverse when the vol begins to rise again.