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Implied Volatility?


This qualifies under Bruce's alluded nomenclature: Mathematicians Are Both Brilliant and Insane, With Too Much Time On Their Hands.

I'm looking for a simplified, even generalized, variation of volatility projections based on an average true range's mean reversion. I can manage some basic algebra but this is nuts.

Help, please?

It's the single-most used and abused model of options trading but I'm only intersted in using it to guage when to exit turtle trending. From breakout to breakout or a dramatic increase (long) or a noticible incremental decrease in the ATR is Richard Dennis' main theme for exits, but incorporating implied volatility can turn trend following into trend following AND reversal trading.

Let's pool our resourses on this one, please.
quote:
Originally posted by SPQR

This qualifies under Bruce's alluded nomenclature: Mathematicians Are Both Brilliant and Insane, With Too Much Time On Their Hands.

I'm looking for a simplified, even generalized, variation of volatility projections based on an average true range's mean reversion. I can manage some basic algebra but this is nuts.

Help, please?

It's the single-most used and abused model of options trading but I'm only intersted in using it to guage when to exit turtle trending. From breakout to breakout or a dramatic increase (long) or a noticible incremental decrease in the ATR is Richard Dennis' main theme for exits, but incorporating implied volatility can turn trend following into trend following AND reversal trading.

Let's pool our resourses on this one, please.



Imagine my surprise when logging on noone's responded. Hey maybe if I spend a few thousand dollars the answer can be found in Jim's or JP's super secretive marketing faps, I mean, boards.

Yeah that'll happen.
It's a ghost town lately...especially with summer here. I equate this place to quality and not quantity so when someone does respond it usually has some real value. You may want to try the Elite board but that place comes with a whole cast of "knuckleheads". If I had a clue how to help with this I would. I'm off for a brief vacation myself but hope someone can direct you to some answers.

Bruce
quote:
Originally posted by BruceM

It's a ghost town lately...especially with summer here. I equate this place to quality and not quantity so when someone does respond it usually has some real value. You may want to try the Elite board but that place comes with a whole cast of "knuckleheads". If I had a clue how to help with this I would. I'm off for a brief vacation myself but hope someone can direct you to some answers.

Bruce



There are some gems there I found related to my research and subscribed shortly before your reply. Being the anti-social, morally upright though passive-agressive introvert I am I told off the first generalization skirting specialist that crossed my path. There's always one right away.

Anyway, I wont sleep until I understand the equation, and its most recent peer consensus improvement from 25 years prior. I will solve it and utilize it in my plan but before I do I'll write about my findings here and offer the last of what I feel beneficial about turtle trading strategies. Then, I'm back to lurk myself. I can clear a room, for sure. Maybe they'll all come back.

I'm all tapped-out anyway. I've time projections to add to Gann Angles and Elliot Waves and I'm pretty much due to write off the human race and head for the hills. lol