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Re: CBOE volatility indicator



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Lionel,

Although not infallible, I have used it for short term (1-2 days) movements.
Go short when RSI(5) crosses over 30 or C crosses over a -10% band of the
Mov(C,10,S). Go long when RSI(5) crosses under 65 or C crosses under a +10%
band of the Mov (C,10,S).
I have also head of using a Lowest Low or Highest High for 20 days as a set
up but have never really researched it.

I would not recommend using it as a stand alone signal. I am stuck trading
end of day but intraday thresholds using previous day low or high for entry
points may be worth researching.

Food for thought.

Pete
----- Original Message -----
From: Lionel Issen <lissen@xxxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Thursday, February 01, 2001 9:13 AM
Subject: CBOE volatility indicator


> Is there a site where I can download historical data for the CBOE
volatility
> indicator, VIX. Quotes Plus uses !VIX for the symbol.
>
> How is this index interpreted?
>
> Lionel Issen
> lissen@xxxxxxxxxxxxxx
>
>