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Re: FUT: SnP Vix reversal - Monday = false



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In a message dated 98-06-03 10:45:52 EDT, BobRABCDEF@xxxxxxx writes:

<< 
 One thing you might consider doing is using the RSI with dynamic bands along
 with the 70/30 as Connors does.  Then you get a volatility of volatility
 compensation.  The VIX Reversal as presented in the E zine by Connors only
 specifies a pivot near the band and does not require a crossover of the buy
or
 sell band.
  >>

More specifically, using dynamic bands on VIX gives you statistical volatility
of implied volatility.

BobR