Volatility versus direction

Discussion in 'Educational Resources' started by Quanto, Mar 3, 2024.

  1. Quanto

    Quanto

    https://en.wikipedia.org/wiki/Volatility_(finance)#Volatility_versus_direction
    Anybody tried out / researched whether it can help for determining the direction, if one simply skips doing the square step in the above description of how volatility is calculated? :)
     
    Last edited: Mar 3, 2024
    murray t turtle likes this.
  2. This is admittedly likely a low quality comment since no hard math on this, but going to post it anyways. Just what I've noticed via a lot of observation is that volatility particularly on major us indexes is more often bullish (at least temporarily) than bearish almost regardless of the situation and macro direction.

    But particularly after you've had a move down and you have some means reversion or imbalances above you than on news we will often go clear it regardless if we're going to go higher or dump after.
     
    murray t turtle likes this.
  3. Quanto

    Quanto

    Last edited: Mar 3, 2024
  4. sure seems like a possibility, like discussed a long time ago. to me if the market starts going parabolic it is actually more dangerous than a crash. we've come out the other end of extreme deflationary scenarios multiple times, but we've yet been challenged by an extreme inflationary scenario.
     
  5. %%
    Generally no+ not much;
    but it depends on the market.
    Yellow brass + stainless steel not moVing much, some of those metals dealers, like S&W[Smith + Wesson, fine firearms making a fortune anyway]
    An exception could be Don channels help ....................................................;
    but again depends a lot on market. Sorry looks like you maybe missed most of the move in dot coms/ QQQ, great uptrend> more than a bubble.......................................................
     
  6. Zwaen

    Zwaen

    It all depends on your method. For me - like momentum following funds - not moving is more ‘dangerous’
     
    murray t turtle likes this.

  7. Not sure if we're on the same page or not. As far as how the market moves it's almost irrelevant to me for trading. Of course I prefer clean moves with consistent buyers because it's the easiest in general, but I can trade bull, bear, neutral, chop stable or unstable pretty much anything. Just apply context, experience and size and virtually any market environment can be successfully traded.

    My post was more on a macro level about the severity of things for society and the overall economy. If that's also what you were talking about I don't quite understand. You mean static prices shows uncertainty and you think that's the canary in the coal mine? If you could please elaborate would be appreciated.
     
    Zwaen likes this.
  8. Zwaen

    Zwaen

    It's funny, we approach things differently - and that's a good thing. From where I stand, grasping the methods and techniques comes relatively easily, but when it comes to "predicting" market conditions or trends, I struggle. That's why I invested a significant amount of time into developing a strategy that capitalizes on a proven market anomaly - namely, the tendency for equities to trend, also known as (a subset of?) momentum trading. The biggest obstacle is when markets remain stagnant. It might not be the optimal approach, and seasoned option traders could easily identify a few parameters, like the trade-off between time and volatility. As for what static prices indicate I have no clue, maybe it's the absence of imminent (real or percieved real) risks?

    Like a good Norwegian trader once said: "may one live in interesting times!"