Lack of volatility ??

Hi everybody,

I'm in the future trading bussiness for several years now, and I wonder if you share my experience that trading systems on NASDAQ, S&P, FDAX tend to loose strength during the last 12 month.

Several opinios tend to explain this with decreasing volatility e.g. ATR (average True Range).

Is there somebody outthere, who shares this experience. Do you have tools to handle these changes ?

Any suggestions or opinions are very welcome.

Thanks + Regards

 

Hello world, somebody in?

does nobody share my experiences ?

If not, what do you trade ?

Best,

Ralf

 

of course we have all seen it,mostly in the equities. Have seen in it also in S & p; which make sense. Look at the vix from one year ago; it is half of that value. Either trade bigger size and try to take less out of it,or change your criteria to get into a trade. Trade the treasuries these days; thats where there still exists some vol,and the $$ incremental change is larger. Basically, adapt or die. This is a cyclical business; get use to it.

 

Can you make an educated guess when the volatility will be back?

 

10 -20 years?

 

Could be a while. Check out 1992-1995 on this chart:

http://www.turtletradingsoftware.com/forum/viewtopic.php?t=968

-bbc

 

Simply learn how to do without it. Works very well.

 

Thanks for all your answers...

blueberrycake (great name): thanks for the interesting chart

nononsense: "learn to live without volatility" - how?, maybe I'm just caught in my own old trampled "dirt tracks" ? Do I need help ?

Best to all, Ralf