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Dan,
I've gotten busy with other things today... I will look at this
later. Also I am trying to put this in the context of the P/E
numbers at Shiller's site...
Jeff
Dan Harels wrote:
>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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