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PureBytes Links
Trading Reference Links
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Really good (and complex) systems measure and adjust for volatility
dynamically.....
others use PARMS and do it STATICALLY and initialize from a back-test
period....
and then change the parms via forward-testing techniques when the market's
"change".
> -----Original Message-----
> From: Monte C. Smith [mailto:mcs@xxxxxxxxxxx]
> Sent: Wednesday, November 22, 2000 4:44 PM
> To: omega-list@xxxxxxxxxx
> Subject: Volatility Filters
>
>
>
> I'm interested in a system that will trade several commodities, not
> just one. The problem is they all exhibit very different volatility
> characteristics. The question is, is there a good "universal" Volatility
> Filter, or is it better to deal with the problem on an individual,
> market by market basis?
>
> Thanks,
> Monte
>
>
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