I wanted to get some input on my design for measuring and forecasting volatility, I start off looking at the current 10 day, 20 day, and 30 day HV taking note of the trend, wether the volatilty is increasing or decreasing. I then forecast the volatilty up until the expiration of the contract I am looking at, I calculate it using GARCH. Based on this analysis I eliminate trading strategies that don't apply to the forecast. ie the forecast calls for a decrease in volatility, then I sell volatility etc. Anyone care to share their logic and methods? I am having a hard time coming up with a system, seems like I am reinventing the wheel from bits and pieces.