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On Jan 23, 8:53am, Michael Ferguson wrote:
> Subject: Re: [RT] Re: Intermediate / Longer Term Top? for S&P500.... (We
> How did you enter the data?
I used Jim P.'s put/call and S&P data, but since it is derived from
Barron's the dates were for the last trading day of the week.
I adjusted the date so that instead of reflecting the last trading
day of the week, it was the Sunday of the same week, and
did a similar calculation on VIX weekly data (courtesy Yahoo!).
I then 'joined' the P/C and S&P data set with the data set for VIX.
In the final result, I used the date field from the VIX data, which
reflects the first trading day of the week (thus the values shown
are closing values for the week). I cross-checked the S&P prices
making sure that they agreed closely with S&P weekly data from Yahoo!.
There were some small differences but the S&P values, but they agree
to 4 significant digits.
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