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Inscrit le: 23 Avr 2018
|Posté le: Jeu 17 Mai - 13:26 (2018) Sujet du message: Will volatility return?
Anybody think that we will see volatility on a daily basis return to the market? I put together a trading strategy based on average daily spreads (High less low, then divided by the open price) for a few different stocks and ETF's. In doing back testing and then real trading during the latter part of 2016, the strategy was extremely successful. But for 2017 (especially since April), volatility has almost disappeared and left me with about break-even results after annual triple digit returns for back testing for the past several years and on pace for triple digit gains with real trading in late 2016. What is keeping the daily spread so small and are there any signs that it might increase again sometime soon?
I did not find the right solution from the internet.
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