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Strategies & Market Trends : Piffer OT - And Other Assorted Nuts -- Ignore unavailable to you. Want to Upgrade?

To: John Pitera who wrote (44161)	7/6/2000 11:52:19 PM
From: Patrick Slevin	Respond to of 63513

I don't think I have any of those books, the one about the Bullish 60's sounds interesting. I'd have to go to the site and check reviews. But I'm backlogged now. By chance after the last post I came up with a combination for intraday trades based on Volatility. The system backtested well with a profit of $44.7 K in this past month. Problem with it is that it trades like crazy.....421 trades. So it comes out to making $106 a trade. I'd be like that guy on the commercial.... "Made $16 on that one" "He took my bid for a sixteenth!" "Oh, no. Man I am ruined! .... Wait. I'm back" <Larry Hite of Mint trading> Just before I read your post, I checked out Volatility relationships in the market using some standard formulae. If I am doing it correctly the vol peaked during the March/April time frame and has been sailing lower ever since. Depends on how it's measured I suppose. I'm looking at Extreme Vol and Std. Dev. each with a length of 30 and Vol with a length of 10 on Daily SPX charts. It is going to be a tough weekend, it appears.