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I use Moore (MRCI) for info on seasonals from time to time. it is a
subscription service (www.mrci.com)--I have no affiliation with them. They
have a free 14 day trial.
They recently greatly expanded their treatment of historical and implied
volatility for all futures contracts. This enable you to see via charts the
current implied, current contract volatility, and historical (15 years)
contract volatility.
It is interesting to see how volatility fluctuates seasonally. I hope at
some point to use this info as a filter for various breakout systems on the
hunch that they will do much better during seasonal periods of relatively
highter volatility.
Comments or experience with such an idea?
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