There’s a secret to measuring relative volatility in futures markets, within the first 30 minutes after market open.
It’s based on pure statistics, and understanding that each future’s market has its own volatility personality. As soon as we understand and accept that, the rest becomes easy.
With the Volatility Box, our models gave us some powerful information by 7am PT:
- Which markets to be more aggressive on vs. more conservative
- Which market was most likely to trend bearishly
- Specific levels to participate in each future, based on custom volatility models