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Hello Ian,
a few years ago I worked with SP and VIX on a 60 min timeframe. It
didn't come to much. I have a few system ela you can have. none are
tradable but may give you some ideas.
--
Best regards,
Jim Johnson mailto:jejohn@xxxxxxxxxxxxxxxx
Tuesday, April 30, 2002, 12:11:00 PM, you wrote:
IW> Has anyone got the Connors VIX book and tried the ideas with intraday
IW> data?
IW> I've been watching the VIX vs the S&P and emini and while the inverse
IW> relationship is easy to see I struggle to see any patterns in the VXI
IW> that could be used for trading. But that's probably just me...
IW> Thoughts and comments appreciated. Please email direct if you wish.
IW> Cheers,
IW> Ian
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