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Trading with low volatility


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TraderWalrus
Bangkok Thailand
 
Posts: 36 since May 2016
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It was a lot of fun last year to have Brexit, long expected interest rate decisions, and US elections.

Quite amazingly, Trump "era" so far is characterized with unusual low volatility.

SPY has the lowest volatility (intraday range) in 20+ years.
VIX stayed below 13 for most of the year, and below 11 most days in the last couple of months.
EURUSD day range under 80 pips in the last months, USDJPY around 90 pips.
Oil volatility (say if looking at 8 hours range) significantly went down as well since beginning of 2017.

It seems like everything is very quiet.

How do you guys handle it. What do you trade? It is quite frustrating to develop a system that tests well during the last 10 years, then discover that due to the current low volatility environment trades are rare.


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 sleepy 
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TraderWalrus View Post
How do you guys handle it. What do you trade? It is quite frustrating to develop a system that tests well during the last 10 years, then discover that due to the current low volatility environment trades are rare.

Dealing with no followthrough - Adam H Grimes

sleepy


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Last Updated on June 7, 2017


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