Market types
Posted: Wed Apr 11, 2007 10:11 am
A thought from the inexperienced...
From c.f.' book, four market types are suggested:
- Stable, Quiet
- Stable, Volatile
- Trending, Quiet
- Trending, Volatile
Is there enough weight in Mean Reversion to add it as a third dimension?
Or, would you consider the property a subset of volatility and/or trendiness?
From c.f.' book, four market types are suggested:
- Stable, Quiet
- Stable, Volatile
- Trending, Quiet
- Trending, Volatile
Is there enough weight in Mean Reversion to add it as a third dimension?
Or, would you consider the property a subset of volatility and/or trendiness?