Chart of the day: range in ES
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Volatility Shocks and What Follows
Make sure you read my previous blog before this one. In that blog, I examined volatility: what it is, how we measure it, and how it usually behaves. In this blog I will take a look at useful tools for forecasting future volatility from the perspective of an active technical
Volatility Has a Memory
I'm going to be writing a series of posts over the next few months in which I will return to some core elements of market behavior. I'll show what can be quantified, but also leave the door open for discretionary interpretation. I suspect it's
The Experiment Continues
I did not plan to write this blog, but my previous blog got a pretty big response. I received many questions about the specific things I did and what worked. I still think the general framework, which translates reasonably well to other disciplines, is the most important thing. I will
How Trading Saved My Life
Successful traders have some unusual quirks in how they think. For my entire career, I've felt these "quirks" are valuable, and the world would probably be a better place if more people adopted them. However, I've always struggled to answer the enthusiasm of a