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Trading Strategies >> General Discussions About Strategies >> Does Skew foretell direction?
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Message started by Hauer on 07/31/09 at 08:03:31

Title: Does Skew foretell direction?
Post by Hauer on 07/31/09 at 08:03:31

Different markets naturally have different skew shapes, but if this is always true what use is skew?

Title: Re: Does Skew foretell direction?
Post by Algo Designer on 07/31/09 at 15:43:54

It shows the prevailing bias in the context of a particular time frame, post factum.