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Ken,
I like the relative VIX idea presented there.
I extended that idea a little using standard deviation. From my study,
the high reading which indicates bear outlook is still much more
reliable than the low reading bull outlook even with his detrended
adjustment. Especially the big shot up 2 days almost gave me a heart
attack ;-) considering the extremely low reading then.
I think just using the extreme high readings, one can swing trade or
uses option very well.
However, in the late '80s and early '90s, this apprach behaves very
strangely, completely out of phase with current behavior makes me
worry. But with above strategies and proper money management, I think
it should be OK.
Using AB's IB and param(), one can play and check in realtime visually
to one's desire. Wonderful feature, no doubt.
Just my $0.02.
Thomas
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> Dimitris: you may want to read about Relative VIX at
>
>
>
> http://www.zealllc.com/2003/rvix.htm
>
>
>
> Let me know your reaction...if you have one.
>
>
>
> Ken
>
>
>
>
>
> These are the main ^VIX graphs I watch everyday.
> 4. and 5. say that we expect a new N100 bearish period.
>
> 3 says to wait for a great "Buy the Market" signal more than 20
bars.
> The results are yours.
> Dimitris Tsokakis
>
>
>
>
>
>
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