[RT] Gen:Vix FFt Frequency

[Ronald McEwan <rmac@xxxxxxxx>]

I plugged the daily log changes (trading days only) into the FFt analysis
and the spectrum plot is (albeit in reverse) is very close to the Adv Dcl
spectrum plot. I think this would confirm these cycles (at least back to
1996). It also confirms what I believed about the Vix, that it is
cyclical and not mean reverting. The 37 day frequency could be analogous
to a CBOE menstrual cycle. This in itself could be a very useful piece of
trading knowledge.

Ron McEwan
Attachment Converted: "f:\eudora\attach\Vix_FFt_Freq.gif"