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Jeff,
In percentage terms, what kind of adverse excursions occurred between
put/call readings of 1.15 and the low of a "major bottom". In other words,
how much further did prices decline on average and in the worst case after
put/call readings exceeded 1.15.
I ask because I presume you have the data handy and my curiousity is
subordinate to my laziness.
Thank you in advance.
Dan
>From: Jeff Haferman <jeff_haferman@xxxxxxxxx>
>Reply-To: realtraders@xxxxxxxxxxxxxxx
>To: realtraders@xxxxxxxxxxxxxxx
>Subject: Re: Re[2]: [RT] put/call
>Date: Tue, 19 Feb 2002 15:44:44 -0800 (PST)
>
>
>
>Sure,
>You need to look in the context of the historical data... the
>only other times the Put/Call ratio was as high as 1.15, a
>*major* bottom occured *no more* than 2 months afterwards.
>Also, as I wrote before, the high ratio was a *fake* until
>the fourth time around.
>
>Also look at the moving averages. I'm not making any
>predictions, but I believe the put/call numbers have value.
>Jeff
>
>
>Alex Bell wrote:
> >Hello Jeff,
> >
> >CBOE Put/Call Ratio:
> >
> >02/14/2002: 0.91
> >02/15/2002: 1.15
> >02/19/2002: 0.84
> >
> >Is there still any use in extreme numbers occured last Friday?
> >
>
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