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Old 07-25-2007, 05:23 AM
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Re: Trading with Market Statistics. IV Standard Deviation

I like the strategy that you use but the only thing that I seem to find a bit wrong with it is that you seem to really need to wait a long time for the volume distribution function to develop i.e: you have to wait a long time in the trading day to actually do anything.

Can you add in another factor into your analysis, specifically time? Question being, if you factor in time then you can do a regression analysis based on price, volume, and time so that you can get a probability distribution (90% confidence intervals) to help time trades early on in the trading session.

I might be wrong but it's just an idea

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