vs.org
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Welcome to VS.ORG all about Futures, Forex & Commodity Market volatility-based trading... Trading Tip-1 of the Month: WHEN THE MARKET IS BULLISH & IN AN UPTREND, AVOID BUYING WHEN VOLATILITY IS UNUSUALLY LOW SINCE IT MAY INDICATE AN UPCOMING BEAR MOVE. Trading Tip-2 of the Month: WHEN THE MARKET IS BEARISH & IN A DOWNTREND, AVOID SELLING WHEN VOLATILITY IS UNUSUALLY LOW AS IT MAY INDICATE UPCOMING BULL MOVE. To be successful, a commodity trader must grasp the basic concept of price volatility. Option values are dramatically influenced by changing levels of volatility. If volatility is low to begin with and the market begins to awaken from a slumber, you will see a small movement in the futures compounded into a disproportionately large move in the options. To get a traders perspective, historical price volatility system (VS) charts are a good place to start; but keep in mind, much like seasonals and seasonal-based trading, nothing has to happen exactly the same as it did in the past. Most financial trading software and scripts can calculate implied volatility; tracking this over time is probably the most effective way to know if you are selling hefty premiums or selling yourself too short. No matter how you follow volatility, you will eventually get a natural feel for what levels are opportune to sell, and what levels are best left to be bought. Trading Systems and System Design - Some Trading Systems are Designed to Work on Data for a Short Time Period Based On Hindsight There is a far less obvious but equally dangerous form of curve-fitting involving curve fitting of the price data to the trading system. We are referring to the increasingly popular practice of using a computer to pick out short time periods during which chosen markets have historically acted similarly. For example, we might be told that over the past ten years buying silver on May 10 and selling it on June 1 has resulted in a profit every time. The obvious inference is that if we do it this year, we have a 800 chance of winning. There are tables and tables of this meaningless coincidental data being offered to traders in books and almanacs. Seasonal Characteristics Are Highly Questionable Part of the theory is that there is some sort of very short term seasonal or cyclical basis for the similarities, although this is patently unprovable. A properly programmed PC will find literally thousands of "trades" like this over any fairly extensive set of data, just as an optimization involving a great number of variables will almost always find a great number of "profitable" combinations. Data Optimization Can Fit a System to Arrive at a False Impression of a Seasonal Characteristic The optimization fits the system to the data, and the seasonality testing fits the data to the system. Both practices result in overly curb-fitted trading results that offer no hope of success in real trading. The Trouble Is
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