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No, I'm using an adaptive algorithm that attempts to adjust for the rate of
change in VIX.
Ned
Earl Adamy wrote:
> Ned, are you using 20 period bollinger bands?
>
> Earl
>
> ----- Original Message -----
> From: "Ned Markson" <cnedgo@xxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Monday, November 26, 2001 7:59 AM
> Subject: Re: [RT] Re: z score
>
> > It would help if I included the attachment :)
> >
> > Ned Markson wrote:
> >
> > > Earl -
> > >
> > > Here is a different perspective of the relationship between the VIX and
> the
> > > SP500. The outer red bands are color coded as buy (green) and sell
> (red).
> > > With appropriate algorithmic filtering the signal success rate exceeds
> 80% in
> > > both bull and bear markets.
> > >
> > > Ned
> > >
> > > Earl Adamy wrote:
> > >
> > > > See attached chart of VIX and SP500.
> > > >
> > > > Earl
> > > >
> > > > ----- Original Message -----
> > > > From: "profitok" <profitok@xxxxxxxxxxxxx>
> > > > To: <realtraders@xxxxxxxxxxxxxxx>
> > > > Sent: Sunday, November 25, 2001 7:11 PM
> > > > Subject: Re: [RT] Re: z score
> > > >
> > > > > 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?
> > > >
> > > >
> > > > To unsubscribe from this group, send an email to:
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> > > >
> > > >
> > > >
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> > > >
> > > > -----------------------------------------------------------------
> > > > Name: VixDaily.gif
> > > > VixDaily.gif Type: GIF Image (image/gif)
> > > > Encoding: base64
> > >
> > >
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