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Hello
according to cboe vix closed at 24.78
and just 10 days ago it was at same level?
or do I have the wrong data?
----- Original Message -----
From: <candlestyk@xxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Sunday, November 25, 2001 8:49 PM
Subject: [RT] Re: z score
> Don,
> Yes, that is what I am using for z-score; with a 20 day period.
> Ben, I have VIX at a 2 1/2 month low.
>
> The clever money is a simple one:
> Mov(Sum(If(C<O,1,If(C>O,-1,0)),13),3,S)
>
> I have a proprietary sentiment indicator, which has been turned back
> at resistance.
> I will post a .gif later.
>
> --- In realtraders@xxxx, Don Thompson <detomps@xxxx> wrote:
> > 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 Thompson
>
>
>
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