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Any idea how is the RVIX calculated?
thanks
nand
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Almond (F)" <steve@xxxx>
wrote:
> According to my quick look at a relative VIX chart, we are
currently at the lowest RVIX ever (0.659)!
>
> Steve
> ----- Original Message -----
> From: Ken Close
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, April 24, 2003 2:04 PM
> Subject: RE: [amibroker] ^VIX studies
>
>
> 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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