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RHunt.066@xxxxxxxxxxxxxxxx
In a message dated 97-08-22 15:47:44 EDT, you write:
<< I've spent some time testing the OEX Put to Call Volume Ratio system
originally posted by Kurt Kallaus on this forum a while back. >>
I've haven't done extensive testing, other than recording the basic "buy"
"sell" levels of .99 and 1.54, with with an eye on the magnitude of the
closing price.
I agree, it seems to be producing some interesting results. I'm afraid I
can't help you with historical data, but if you come upon some, for your
testing purposes, I'd be interested in your findings as I'm sure everyone
else would be.
The report received from the CBOE for today's entertainment, has the S&P 100
P/C ratio as 1.546 (52693/34083). I have unfortunately misplaced the post on
the details of the indicator, but it seems we have the minimum for a "buy the
open". The question I have for those better informed; does the volatlity
during the day void consideration of the ratio, or does the small change in
the "close" value carry more weight for this particular indicator?
Regards to all,
PJLaird
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