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> I think there is a distinction between 'large range' days and overly-volatile
> days, at least in my mind. For example, in the bond market, there are two types
> of days I like to trade: One is a classic runaway trend day and the other is a
> well-marked range day. If you add up all the tradeable area of the two days, you
> actually might find that the 'tradeable' area in each of those type of days is
> often the same. But there are also days that are just 'noisy' vaolatile.
Anyone have any indicators to distinguish between the good kind of
volatility and the bad kind of choppiness?
Should be just basic stats, but I'm still reading the introductory
chapters of my stats book ...
Cheers,
Cab Vinton
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