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I'll do a full explanation when we post the EOD data.
-----Original Message-----
From: Alex Bell [mailto:alex_bell@xxxxxxx]
Sent: Wednesday, October 23, 2002 5:14 PM
To: Jacobson, Alex
Subject: Re: [RT] Put/Call Ratio
Hello Alex,
Could you please explain how p/c ratio is used to forecast next days
open direction with ~80% accuracy?
Best regards,
Alex mailto:alex_bell@xxxxxxx
Friday, October 11, 2002, 11:36:44 PM, you wrote:
JA> The long awaited ISE filtered p/c ratio is almost ready. The EOD should
go
JA> up on the website within the next 5 - 6 weeks. It has demonstrated
about an
JA> 80% accuracy forecasting next days open direction. The real time is
JA> finishing development and could be ready as early as next year.
JA> Alex Jacobson
JA> Vice President
JA> Education
JA> I S E
JA> 212 897 8125
JA> 847 607 0559 (Chicago Office)
JA> 212 425 4926 (FAX)
JA> 877 7209918 (SKYPAGE)
JA> ajacobson@xxxxxxxxxxxxxx
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