Trading Strategies | TRADING THE ODDS

Trading The Odds MARKET TIMING & QUANTITATIVE ANALYSIS
A quantitative approach to profit in the US equity and futures markets, trading the markets like professional card counters are playing Blackjack or expert poker players are playing Poker. The key is to have the odds on your side and bet accordingly, knowing what, when, where, why and how much to bet on each trade or wager.

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Short-term Mean-Reversion Between Implied and Realized Volatility

Short-term Mean-Reversion Between Implied and Realized Volatility The VIX® (CBOE Volatility Index) is an index that infers 30-day (calendar days, regularly between 20 and 22 trading days) expected (implied) market (S&P 500) volatility from S&

Studies, Trading Strategies - Posted by TradingTheOdds on March 25, 2009

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Weekday Seasonality of the VIX

My name is Frank, and due to the fact that this is my 3rd post after I've started the blog on Tuesday, March 24, 2009, a few introductory notes. I have traded as an individual investor for more than 20 years now. I take a statistical approach in comb

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Disclaimer
The information on this site is provided for statistical and informational purposes only. Nothing herein should be interpreted or regarded as personalized investment, tax, accounting or legal advice, or to state or imply that past results are an indication of future performance. The author of this website is not a licensed financial advisor and will not accept liability for any loss or damage, including without limitation to, any loss of profit, which may arise directly or indirectly from use of or reliance on the content of this website(s).

While every effort will be made to provide complete, the most accurate and current information, none of the information on this site is guaranteed to be correct, and anything written here should be subject to independent verification.

Under no circumstances does this information represent an advice or recommendation to buy, sell or hold any security.

I may or may not hold positions for myself, my family and/or clients in the securities mentioned here. Actions may have been taken before or after information is presented, and any opinions expressed in this site are subject to change without notice.

(Data courtesy of MetaStock and Pinnacle Data Corp., and for data import, testing, surveys and statistics I use MATLAB from MathWorks)
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Short-term Mean-Reversion Between Implied and Realized Volatility

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