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If you plot an ordinary (20) daily Bollinger Band on the VIX (see attached
chart),
i.e. the OEX tend to bottom out short term
when the upper Bollinger Band is reached by the VIX,
as lower volatility (fear) is usually good for stocks.
The OEX tend to form short term tops when the lower Bollinger Band
is reached by the VIX.
Arild
http://www.oextradingresources.com
arimykle@xxxxxxxxx
-----Original Message-----
From: Daniel Martinez <DanM@xxxxxxxxxx>
To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
Date: 31. mars 2000 16:40
Subject: Re: CBOE Put/Call Ratio
>Dave,
>I looked at ^VIX some time ago. I know it covers "market volatility"
but I never
>knew quite how to use it. There's a news link at Yahoo:
>http://biz.yahoo.com/rf/000317/1p.html
>The part which refers to ^VIX is here:
>"The Market Volatility Index (^VIX - news), the options market's
gauge of
>investor fear, was up 0.99 to 24.19 at 11:56 a.m. CST (1756 GMT).
>The VIX measures implied volatility of several OEX strikes and
typically moves
>opposite stocks."
>
>The VIX for yesterday was 27.55. The Put/Call ratio (or Call/Put
ratio) is
>supposed to be around .400 (or 2.1). How do I use the ^VIX?
>
>Thanks,
>Daniel.
>
>
>Dave Nadeau wrote:
>
>> Yahoo! finance (finance.yahoo.com) will give you graphs and
>> historical downloadable data for the VIX. Use ^VIX, select
>> chart, then at the bottom of the chart select Table|Daily
>> for the data. At the bottom of the page, you'll see a link
>> to Download in Spreadsheet format.
>>
>> Dave Nadeau
>>
>> Wooglinx@xxxxxxx wrote:
>> >
>> > Daniel:
>> >
>> > If you find one, please let me know. I contacted the CBOE
directly and they
>> > do not provide the data in a downloadable file.
>> >
>> > Jim Barone
Attachment Converted: "f:\eudora\attach\vix.gif"
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