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I was wondering if there was a connection between the correlations of
put-call values from different exchanges and potential market moves. These
are three day correlations and the OEX. It would also be interesting to see
it with the Pacific Exchange, but I do not have that data. The IBD data
includes CBOE, American, Pacific, and Philadelphia.
Red Line = CBOE All and IBD
Purple Line = CBOE Equity and IBD
Green Line = CBOE All and CBOE Equity
Blue Arrows on OEX bars where there was a low value on one or more of the
corr lines.
Comments, ideas?
Ray F
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