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Ned, are you using 20 period bollinger bands?
Earl
----- Original Message -----
From: "Ned Markson" <cnedgo@xxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Monday, November 26, 2001 7:59 AM
Subject: Re: [RT] Re: z score
> It would help if I included the attachment :)
>
> Ned Markson wrote:
>
> > Earl -
> >
> > Here is a different perspective of the relationship between the VIX and
the
> > SP500. The outer red bands are color coded as buy (green) and sell
(red).
> > With appropriate algorithmic filtering the signal success rate exceeds
80% in
> > both bull and bear markets.
> >
> > Ned
> >
> > Earl Adamy wrote:
> >
> > > See attached chart of VIX and SP500.
> > >
> > > Earl
> > >
> > > ----- Original Message -----
> > > From: "profitok" <profitok@xxxxxxxxxxxxx>
> > > To: <realtraders@xxxxxxxxxxxxxxx>
> > > Sent: Sunday, November 25, 2001 7:11 PM
> > > Subject: Re: [RT] Re: z score
> > >
> > > > Hello
> > > > according to cboe vix closed at 24.78
> > > > and just 10 days ago it was at same level?
> > > > or do I have the wrong data?
> > >
> > >
> > > To unsubscribe from this group, send an email to:
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> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> > >
> > > -----------------------------------------------------------------
> > > Name: VixDaily.gif
> > > VixDaily.gif Type: GIF Image (image/gif)
> > > Encoding: base64
> >
> >
> > To unsubscribe from this group, send an email to:
> > realtraders-unsubscribe@xxxxxxxxxxxxxxx
> >
> >
> >
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>
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