Contrary Thinker started modeling volatility in 1996 with its %C (for percent contract).
With the advent of the CBOE implied Volatility data our group isolated patterns preceding S-T declines. In 2014 we found that measuring the volatility of implied volatility, was a leading index of market types. A method used previously on index futures. Given our success to date, we have yet to find more than a hand full of hedge funds with a handle on this approach including any of the research “white papers” that crossing my desk that is beating around the margins.
The idea was sparked by a previous CTA client who had the right idea in mind. We coded it up, tested it, proved its validity and he ended up buying the code.
Almost all of our clients are professionals or mature investors/traders. There is no entry-level types and a few intermediate levels.
Contrary Thinker ‘s advisory service and publications are structured for them. We are not interested in volumes of new customers, rather the group is looking for quality professionals to work with general and provide for their particular needs when required and provide any education called for. All client’s information remains confidential.