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When I was young, I dreamed of the day that I would own a wonderful 18th century Italian violin.  It was perhaps the thing I wanted more than anything else in the world!  Back in 1986, my parents offered to buy me a new violin, so we started looking.  What I found was that some modern Italians (20th century) were in my price range, as well as many 19th century French and English instruments.  I ended up purchasing a mid-19th century English violin, along with a nice French bow.  In 1994, I again entered the violin market, with a desire to get a violin with more projection.  What I found was that the antique Italian violin market had vastly out-paced the inflation rate and my top price range, now much higher than in 1986, still kept me with modern Italians, and French and English violins, and was nothing close to my boyhood dreams.  I traveled to major violin shops in Minnesota, Michigan, Missouri and Illinois.  I also had instruments shipped to me from California and Massachusetts.  In the course of the two year process, I came to the conclusion that old violins were not always better than new violins, and that even two violins by the same maker could be wildly different in tone.  I started reading everything I could about violin makers, varnish, ground, and what makes sound project.  I decided to pick a violin, not by country of origin and not by the century it was made, but by sound-quality, projection and response (makes sense, right?).  I said as much to a dealer, who told me this was a mistake and that audiences judge a violinist by the instrument he/she plays.  I was truly revolted by this statement!  Why not judge an artist by their performance?  Anyway, with fine violins being collected in the art market, most musicians could no longer afford to consider top-level classic Italian instruments, no matter what people expected them to play.  Thus, enter the living violin maker!  There are some fabulous living makers that charge anywhere from $7,000 to around $30,000. A few very well-known makers can charge more.  With a modern instrument, players have to decide if they want an instrument that looks new, or if they want one that has been "antiqued".  In my opinion, you should buy a violin that sounds great and is pleasing to look at, even beautiful to look at.  Paying more for a violin that has been antiqued doesn't interest me and I believe it just fuels the belief that all fine violinists play old violins.  I ended up buying a violin made in 1995 by Jennifer Becker, of Carl Becker and Son in Minneapolis (now Jennifer Becker Glows-Brightly).  Not only was it not an old violin, it was made by a woman!  I felt like I was bucking tradition, which pleased me greatly.  Also, anyone that knows the Becker family violins (not the student-level company named Becker), knows that the varnish is very bold, usually red or orange, and NEVER antiqued.  It certainly makes a statement.  My two year search had ended.
When buying a violin, consider the following details: (if you are buying your first violin, skip to #10)
1. Sound - If possible, try it out in several locations.  A dark sounding violin may be pleasing under your ear, but without any high frequencies or "edge", it will not project well.  Sometimes the rawest, edgiest violins project the best!  Try to find a balance between brightness (high frequencies) and depth (low frequencies).  I was once told to match a brilliant sounding violin with a dark sounding bow.  I've also heard that players with a slow vibrato should play on a bright-sounding violin, to give their sound more brilliance.  That is debatable, but worth considering.
2. Condition - Almost all old violins have cracks.  A soundpost crack will reduce the value substantially, but may be invisible.  If there is a crack over the bass-bar, pass up the violin.  Cracks in the back are not desirable, but if they are small and near the edge, they are not too bad.
3. Comfort- Not all full-size Violins are the same size.  The Stradivari long-model is quite large, while some Guarneri del Gesu models can be much shorter, almost 7/8 size (this does not mean they are less powerful sounding).  Pick a violin that has a neck that fits your hand, and allows you to reach the 4th finger easily.  A thin or narrow neck can be a problem for a player with large hands.
4.  Response - Judge the ease of play. Often, soloists will want a violin that offers the player some "resistance".  It forces them to work harder, but it can have very powerful results.  If you are a gigging musician, or are playing in a lot of long rehearsals, you may not want a violin like that.  Often, a violin can be adjusted to your specifications.
5.  Remember, new violins will need to be broken in - New violins are rarley as responsive as very old violins.  If the maker uses very old wood it can help, but the violin will still have to learn how to vibrate as a unit.  My advice for trying out a brand new violin (or an old one that has not been played in some time) is to play long, slow bows for 5 to 10 minutes every day during your purchase trial.  Make the instrument vibrate as much as possible!  Just playing through pieces will not have the same effect.  You should be able to tell the quality of a new violin within a week by trying this technique.  With my new violin, it took five years of steady playing before the violin sounded the same to me from day to day, which can be VERY frustrating to a sensitive player.
6.  Are all four strings balanced?  When you play the open strings, does one jump out at you?  If so, move on.  If the violin has mixed brands of strings on it, there may be a problem.  Often this is done to cover a basic tonal problem.  Once you own a violin, this is a fine thing to try, but avoid buying a violin that is not balanced across all four strings.
7.  Locate "Wolf" notes - A wolf note is a point where two tones clash, or fluctuate back and forth between a half-step.  They exist on many great instruments to some extent, usually up high on the G string.  I have run into instruments with this problem in first position, but that is unusual (and VERY bad).  Play a series of half-steps up the fingerboard on all four strings.  If you find pitches that will not work correctly, you've found the wolf.  Make sure there are none in lower positions, or if they are there, make sure you can tolerate them.  They can drive you crazy!
8.  Relax! - Most violin shops will take a violin back as a trade-in when you decide to purchase a more expensive instrument, assuming the instrument is still in good condition.  This way, you do not have to fear purchasing the wrong violin.  If you are buying directly from a maker, this may not be an option.  The great violin maker, David Burgess is so confident in his product he offers to buy them back from you. 
9.  When Purchasing your very first instrument or one for your child, the most important thing is that it is the correct size.  Next is that it's set up well and is easy to play.  The string height must be set by a professional.  Pegs must be cut correctly or they will not hold well.  Purchase or rent from a reputable violin dealer.  If you are purchasing by mail-order, try to get the help of a professional - or better yet, get a teacher to help you.  Avoid Ebay for this type of purchase.