A million times ... THIS I really do not liking answering questions on how to do something. Nor am I a research firm that gives answers away, once I have found them. Just point people in general directions? I am happy to do. Take one of the above replies. I've found that generally, when someone hasn't done a lot of research (I'm talking years of multi-variate analysis) ... usually dismiss tools they don't understand. Having spent the last two years in a research project that I am NOT done with yet (and don't want to farm out to a Quant Firm, I'll do the work myself ...) If you put a gun to my head and said: You only get three TOOLS to trade by? You can trade as many different periodicities as you wish? But you only get three, and ONLY three tools for the rest of your entire life? That's easy. 1) Measuring the Price Strength of a Move for a given periodicity on Price and Price alone 2) Standard Deviation of Any Move for a given periodicity 3) Correlation, Inverse Correlation and Non-Correlation of any Two or More Instruments or Strategies Past that, ones can do the work themselves. Time is money.
Exactly. Thumbs up. Larger moves, in different periods, measure different things, and different opportunities per the periodicity of any given program.