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Re: Mkt: Intra-day Update



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Ronald McEwan wrote:
> 
> At 11:50 am I have a reading of 27.93 on the VIX. This has generated a
> sell signal for the OEX.  I will be looking to initiate an initial
> position of puts on the OEX. With further confirmation I will add to this
> position.
> 
> Good Luck
> Ron McEwan


Ron,

I'm in the process of learning about the VIX and the AMOSS via the
spread sheet that you posted on realtraders.com...

Three questions:

The referances you placed on the spread sheet.  Is the Yates one
a key to understanding the spread sheet calculation?

In getting your intraday signal, how is it the same or differant than
the one posted on RT.com?  I was thinking of using a 15 min VIX and OEX
to run the calculations.  Or would 30 min bars ok??


Given this mornings pop.  In your trading, Is your confidence in this
method allow you to keep the original position that you took at 11:53.
Or do you set a stop and then re enter?

Thank you.

Don