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Re: [RT] Mkt - OEX



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Doc, would you mind explaining what you believe is the difference between
actual and historical.  I believe a five day historical based on price
created from the last five days is about as actual as you can get.  Proof is
in the profits.

bobr

----- Original Message -----
From: "Jacobson, Alex" <AJacobson@xxxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Thursday, March 15, 2001 6:41 AM
Subject: RE: [RT] Mkt - OEX


> Historical and implied are IMHO an absolutely worthless indicator.
> Historical has taught us nothing.  The trade is to understand actual and
> implied.
>
> -----Original Message-----
> From: BobR [mailto:bobrabcd@xxxxxxxxxxxxx]
> Sent: Thursday, March 15, 2001 8:45 AM
> To: realtraders@xxxxxxxxxxxxxxx
> Subject: [RT] Mkt - OEX
>
>
> Alex mentioned comparing implied and historical volatilities yesterday.
> Here is a shot of the 5 day historical.  Note that when it peaks over 30
and
> implied(red line) is over 30 you have pretty good odds for a trading low.
>
> bobr
> http://www.oextrader.com/sigma_trader
>
>
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