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thanks
Ben
p.s
2 std dev is safe but not an extreme,,
3.1 is VERY safe
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
Don
Thompson
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx">realtraders@xxxxxxxxxxxxxxx
Sent: Sunday, November 25, 2001 9:40
AM
Subject: [RT] z score
Ben,
I believe the z-score is the number of deviations
price is from its average.
So vix is -2 deviations from what ever period he
use to calculate the average and standard deviation.
Don ThompsonTo
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