Thread: Stock System
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Old 07-17-2005, 03:43 PM
Dan Mezick Dan Mezick is offline
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Join Date: Jun 2004
Location: Foxwoods area
Posts: 297
Default Re: Stock System

It looks like you may want to trade volatility.

If you want to trade in volatility, the best opportunity for that may be in the options market.

The books of Larwence McMillan may be the best books for learning more about techniques to do that.

I believe a system of randomly going long or short a random stock that has a random spike in volatility may produce very wide variance (drawdowns to core equity) and random results.
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