Disclaimer: The information found on this site is meant for educational and informational purposes only. Nothing on this site should be construed as a recommendation or solicitation to buy or sell derivatives or securities or to trade any particular strategy. Trading of derivatives or securities has large potential risk and you must be aware of and accept all the risks. Past performance of any trading system or methodology is not necessarily indicative of future results. No representation is being made that any account will or is likely to achieve performance results similar to those discussed on this website. Hypothetical or simulated performance results have certain limitations and do not represent actual trading.

Sunday, November 17, 2013

My Last Post...(for the time being)

Several weeks ago, I joined a startup company.  The time requirements there have taken me away from the financial markets and the trading world...and perhaps it was time to move on to other areas of interest.

Also, if I do have time to write, it will likely be on other topics of my interests, such as relationship compatibility or personal growth.  I have included two posts as examples of what I had written in the past in my new blog thirdeyeanalyst.blogspot.com

I thank all who have visited this blog site over the past few years...


FVE Indicator (red), VIX (black), Front Month VIX Futures Prices (red/green)

Realized Volatility Indicator (red) of USO , CBOE Oil Volatility Index (black)

The detailed formulas for FVE Indicator and Realized Volatility Indicator are discussed in
1) http://thirdeyemarketanalyst.blogspot.com/2013/08/fair-volatility-vix-estimate-model_19.html
2) http://thirdeyemarketanalyst.blogspot.com/2013/08/fair-volatility-vix-estimate-model_20.html

Stochastic Oscillator of Realized Volatility Indicator (21,3) (blue), Market Energy Indicator (green)

Utilizing technical analysis on Volatility could hold promise to designing trading systems.  Preliminary research and backtest simulation was summarized in http://thirdeyemarketanalyst.blogspot.com/2013/08/technical-analysis-on-volatility-my_25.html

One example of volatility timing indicator is by using Stochastic Oscillator (21,3) on the Realized Volatility Indicator itself.  One can use fixed or adaptive bands as triggers so if the Stochastic Oscillator is rising, then go long volatility, else if it is falling, then go short volatility.

The Market Energy Indicator is the average of the Stochastic Oscillator (21,3) on both the Realized Volatility Indicator and Standard Deviation Indicator.

Good trading everyone!!!


  1. Good Luck Steven. I have often enjoyed your analysis.

  2. Thank you Marc for sharing this site w/your seekingalpha audience.