Re: [RT] VIX

["Ray Raffurty" <r.raffurty@xxxxxxxx>]

Hi All RT's,
 
I was struck by the high correlation between the 
VIX and the QQQ's.  I wasn't looking for it and only posted the QQQ's as an 
after thought.  During the last 6 months (shown) the VIX has been a LEADING 
indicator of the QQQ's..  This may be because of the popularity of the 
QQQ's with "amateur" traders who may be subject to greater pressures from fear 
and greed.
 
Unfortunately I do not have software or enough data 
to back test his hypothesis and was hoping someone with the time and wherewithal 
would do it, to confirm or refute.
 
Thanks in advance,
 
Ray Raffurty
 
 
 
 
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Ray 
  Raffurty 
  To: <A title=realtraders@xxxxxxxxxxxxxxx 
  href="">realtraders@xxxxxxxxxxxxxxx 
  
  Sent: Tuesday, March 11, 2003 1:46 
  AM
  Subject: Re: [RT] VIX
  
  You can get charts of VIX in various time frames 
  for free at <A 
  href="">http://bigcharts.marketwatch.com
   
  The first chart is the VIX alone to create is go 
  to the web site above, enter the symbol VIX and click "Interactive 
  Charts".  You man need to turn off some default settings to get a clean 
  chart.
   
  The second chart is SPX compared to VIX.  Go 
  to the web site above, enter the symbol SPX and click "Interactive 
  Charts".  Turn off any defaults and enter "Compare To" "Symbol" VIX 
  .
   
  
  The third chart is NDX compared to 
  VIX.  Go to the web site above, enter the symbol NDX and click 
  "Interactive Charts".  Turn off any defaults and enter "Compare To" 
  "Symbol" VIX.
   
  
  The last, and perhaps most 
  interesting, chart is QQQ compared to VIX.  Go to the web site 
  above, enter the symbol QQQ and click "Interactive Charts".  Turn 
  off any defaults and enter "Compare To" "Symbol" VIX .
   
  As you may know VIX is a contraireian indicator and is mostly neutral 
  right now.
   
  Hope this helps.
   
  Good luck and good trading,
   
  Ray Raffurty
  <BLOCKQUOTE 
  >
    ----- Original Message ----- 
    <DIV 
    >From: 
    <A title=groups@xxxxxxxxxxxxxxxxxx 
    href="">MOJO 
    To: <A 
    title=realtraders@xxxxxxxxxxxxxxx 
    href="">realtraders@xxxxxxxxxxxxxxx 
    
    Sent: Friday, March 14, 2003 3:01 
    PM
    Subject: [RT] VIX
    
    Hi,
     
    Anyone what the VIX is saying right now on 
    S&P, Nasdaq ?
    Are we at a top or bottom ?
    Also while we on the subject what data and 
    software can you use to work it out ?
    Are there any sites that regularly show updates 
    and charts on the VIX index ?
     
    ThanksTo unsubscribe 
    from this group, send an email 
    to:realtraders-unsubscribe@xxxxxxxxxxxxxxxYour 
    use of Yahoo! Groups is subject to the <A 
    href="">Yahoo! Terms of Service. 
    To 
  unsubscribe from this group, send an email 
  to:realtraders-unsubscribe@xxxxxxxxxxxxxxxYour 
  use of Yahoo! Groups is subject to the <A 
  href="">Yahoo! Terms of Service. 







Yahoo! Groups Sponsor


  ADVERTISEMENT









To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx





Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.



Attachment:
VIXQQQ.gif

Attachment: Description: "Description: GIF image"