Volatility Clustering: Part 3 | Data Analysis
I. Trading Strategy Concept: Opening Range Breakout (ORB) with Volatility Clustering (Large price moves tend to be followed by large…
I. Trading Strategy Concept: Opening Range Breakout (ORB) with Volatility Clustering (Large price moves tend to be followed by large…
I. Trading Strategy Concept: Large price moves tend to be followed by large price moves, and small price moves tend…
I. Trading Strategy Concept: Large price moves tend to be followed by large price moves, and small price moves tend…
I. Trading Strategy Developer: Toby Crabel (Narrow Range N-Day Pattern; Note: Wide Range N-Day Pattern applies a reverse logic of Narrow…
I. Trading Strategy Developer: Dan Chesler, CTM, CTA. Concept: Trading strategy based on false breakouts. Research Goal: Performance verification. Specification:…
I. Trading Strategy Developer: Richard Wyckoff; Toby Crabel; Gerald Appel. Source: Crabel, T. (1990). Day Trading with Short Term Price…
I. Trading Strategy Developer: Richard Wyckoff; Toby Crabel. Source: Crabel, T. (1990). Day Trading with Short Term Price Patterns and Opening Range…
I. Trading Strategy Developer: Larry Connors (The 2-Period RSI Trading Strategy), Welles Wilder (The RSI Momentum Oscillator). Source: (i) Connors,…
I. Trading Strategy Developer: Larry Connors (The 2-Period RSI Trading Strategy), Welles Wilder (The RSI Momentum Oscillator). Source: (i) Connors,…
I. Trading Strategy Developer: John Bollinger. Concept: Trend-following trading strategy based on volatility breakouts. Source: Bolliger, J. (2002). Bollinger on Bollinger Bands….