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BMI used to transmit the cboe call trin and put trin. Those were rather
revealing when overlayed on the same subgraph, unfortunately they were
deleted from the feed with other stats. DTN broadcasts a cboe P/C ratio.
Attached is a 5 minute chart of the oex vs the P/C ratio. There is an
opening zigzag and then stabelization. If you have a feed that has the CBOE
advancing calls and declining calls, advancing puts, declining puts you
could calculate your own cboe trin. DTN broadcasts the data but Ensign
would be needed to calculate the custom symbols as ProSuite won't store the
stat data.
BobR
----- Original Message -----
From: John Manasco <john@xxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Wednesday, May 17, 2000 5:01 AM
Subject: [RT] Re: sp500/nd
> Steve
>
> QC:PUTCALL.OEX us the PutCall ratio for the OEX and QC:PUTCALL is for all
> equities. However I don't seem to find much correlation to what the CBOE
> publishes. Look under help -> ticker symbols -> index symbols in the
Qcharts
> help file.
>
> John
>
> ----- Original Message -----
> From: Steve Walker <Steve@xxxxxxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Wednesday, May 17, 2000 7:27 AM
> Subject: [RT] Re: sp500/nd
>
>
> > I want to work a sentiment indicator into my trading. I have decided to
> use the CBOE put/call ratio. It is available EOD at the CBOE website. I
> am looking to find an intraday source, as well. I have QCharts but can't
> find it there. I found a website titled Astrikos Intraday Put/Call Ratio
> but it does not agree at the end of day with the CBOE site ratio. Anyone
> know a QChart symobol or a good intraday website?? Thanks.
> >
> >
> > >>> "Gitanshu Buch" <OnWingsOfEagles@xxxxxxxxxxxxx> 05/15/00 05:29PM >>>
> > >it shows that our upside potential us limited to 25-30 SP points
> >
> > Here is something else that adds the above expectation to tomorrow's OEX
> > action:
> >
> > Connors Vix reversals signals are well publicized, both at his website
and
> > in his books.
> >
> > Every once in a while, 2 or more of these signals line up
simultaneously.
> >
> > This is one of those times.
> >
> > CVR2 is the 5 day RSI of VIX. Market is a sell on RSI(5) close below 30
> and
> > an uptick thereafter.
> > CVR3 is the close 10% above or below the trailing 10 day simple ma of
VIX.
> > Market is a sell on close below the -10% band and a reversal back
inside.
> >
> > Per his book, these signals have a better than 60% accuracy rate.
> >
> > In my experience,
> > a/ they are usually wrong at the major inflection points, when a new
> > intermediate bull trend is about to start.
> > b/ the combination signals are usually irrelevant at such inflection
> points
> > except for the very agile or the very patient.
> > c/ combination signals are better than single signals.
> >
> > The trading horizon for these signals is 2 to 6 days (ie one takes the
> > signals per the triggers and then exits positions 2-6 days later).
> >
> > Interested traders may check out price/vix action around Feb 1997 for
> > reference to failures.
> >
> > Historical data for VIX is also available going back to 1986 at CBOE's
> > website - for the really curious.
> >
> > Representative chart for VIX attached.
> >
> > Finally -
> > 1. VIX calculation starts using next month options 8 days before front
> month
> > expiration. Hence today's vix uses Jun00 options.
> > 2. The good OEX Doctor will probably write this off as, quote, "one of
the
> > cottage industry" indicators.
> >
> > FWIW. Always amazes me how the market sets up long volatility trades
going
> > into Fed meetings.
> >
> > Gitanshu
> >
> !
> >
>
> !
> >
> >
> >
>
>
>
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