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Just a thought....
Is an NR7 day a better predictor of volatility increasing or decreasing??
Also, I've noticed that NR7 followed by WR7 is a better predictor of increased
volatility.
Finally....it appears to me that the later on you are in "the game," the more
whippy the market gets.
Example: SPus make a big decline off a large uptrend. The following day,
shorting SPus will be a tough trade, with lots of squeezes. I always wait
until later to play the continuations. Anyone else observe the same?
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Jonathan Ludwig
President, Quant Capital Management, Inc.
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