Vix

["W Lake" <wlake@xxxxxxxxx>]

Thanks for your emails

Simons at Futures mag has recently extended his indicators to equities. Most
of the work in the past has been with storable commodities and the Euro.

http://www.futuresmag.com/library/feb01/story2.html

At least the formulas are collected in one spot for you.

This part of the n-day AMA formula ought to get you started thinking about
how you want to set it up into XL columns.

=((0.5*(LOG(MAX(input!$B5,input!$D4)/MIN(input!$C5,input!$D4)))^2-0.39*(LOG(
input!$D5/input!$D4))^2))*(260/(29-(ROW()-5)))

To others that wrote

Trade systems and their indicators are, in my opinion, business methods,
i.e., like buying or developing a franchise to harvest an existing
advantage. If there's no sustainable advantage then there is no long term
success for the business.

Best regards

Walter