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Chinese Equities Collapsing, Simplest Volatility Measure Best

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The CBOE's China Volatility Index seems to be concentrated on an area of the market that seems to miss the big picture. I think I will go with the ol' reliable ATR. The 10-day ATR on the Shanghai Composite has jumped to 310 - handily outpacing the 2008 peak of around 225.

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