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Re: [RT] VIX



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If someone can provide me with QQQ EOD data in .omz 
or .xpo format I'll run Connors VIX strategies(11) on it using the QQQ and 
VIX.  My VIX EOD data goes back to 7/1/996.  If you have VIX older 
than that send it along too.
 
bobr
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Ray 
  Raffurty 
  To: <A title=realtraders@xxxxxxxxxxxxxxx 
  href="">realtraders@xxxxxxxxxxxxxxx 
  
  Sent: Saturday, March 15, 2003 7:12 
  PM
  Subject: Re: [RT] VIX
  
  An even better idea, unfortunately I do not have 
  the software or data to test it.  I was hoping someone with the time 
  would explore it's value.  Any takers?
   
  Good luck and good trading,
   
  Ray Raffurty
   
   
  P.S.  I need a life.  It's a beautiful 
  Sunday morning, temperature in the high 60 and I'm sitting her thinking about 
  the VIX. {;-(
   
   
   
  <BLOCKQUOTE 
  >
    ----- Original Message ----- 
    <DIV 
    >From: 
    Clyde 
    Lee(SBCY) 
    To: <A 
    title=realtraders@xxxxxxxxxxxxxxx 
    href="">realtraders@xxxxxxxxxxxxxxx 
    
    Sent: Sunday, March 16, 2003 10:37 
    AM
    Subject: Re: [RT] VIX
    
    Ray,
     
    Doing that kind of an application is a "piece 
    of cake" in Tradestation
    (any of them that is).
     
    However, I do not think that using fixed values 
    will work worth a damn.
     
    It is more likely that if you do something like 
    Larry William's  %R  (or
    whoever really invented it) to the VIX then you 
    might have something
    that would work for both entrance and 
    exit.
     
    Clyde
     
    - - - - - - - - - - - - - - - - - - - - -  - - - - - - -Clyde 
    Lee   
    Chairman/CEO          (Home of 
    SwingMachine)SYTECH 
    Corporation          email: <A 
    href="">clydelee@xxxxxxxxxxxx  7910 
    Westglen, Suite 105       
    Office:    (713) 783-9540Houston,  TX  
    77063               
    Fax:    (713) 783-1092Details 
    at:                      
    www.theswingmachine.com- - 
    - - - - - - - - - - - - - - - - - -  - - - - - - - -
    <BLOCKQUOTE 
    >
      ----- Original Message ----- 
      <DIV 
      >From: 
      Ray 
      Raffurty 
      To: <A 
      title=realtraders@xxxxxxxxxxxxxxx 
      href="">realtraders@xxxxxxxxxxxxxxx 
      
      Sent: Saturday, March 15, 2003 8:51 
      PM
      Subject: Re: [RT] VIX
      
      Hi Clyde,
       
      I'm not sure that this idea is ready for 
      that.  I was thinking more along the lines of something simpler 
      to begin with and explore the VIX's value as an indicator for the 
      QQQ's.  For example buying the QQQ's when VIX > 40 
      and shorting the QQQ's when VIX < 28 (or what ever 
      values back testing may show to have value).
       
      Since I don't have Trade Station, I don't 
      know how easy or difficult it is to create a buy/sell signal in one 
      index (QQQ's) based on the value of another index (VIX).  
      If that is possible the next step would be to explore exit 
      strategies.  Since the VIX can be neutral for long periods, a 
      stop and reverse strategy would not (consistently) work.  Also, since 
      the VIX can stay above or below a given level for days (or weeks), 
      trailing stops might take out a position just before it moves in the 
      anticipated direction.
       
      Any thoughts or comments are 
      welcome.
       
      Good luck and good trading,
       
      Ray Raffurty
       
       
      <BLOCKQUOTE 
      >
        ----- Original Message ----- 
        <DIV 
        >From: 
        Clyde 
        Lee(SBCY) 
        To: <A 
        title=realtraders@xxxxxxxxxxxxxxx 
        href="">realtraders@xxxxxxxxxxxxxxx 
        
        Sent: Saturday, March 15, 2003 
        11:34 PM
        Subject: Re: [RT] VIX
        
        Here are some pictures going back to 
        9/2000.
         
        Without doing some linear trend adjusting 
        it is tough to get these
        things so they will scale to a point for 
        comparison.
         
        I believe that if anything the QQQ is 
        leading or concurrent with
        the VIX which is EXACTLY what I would 
        expect.
         
        Clyde
         
         
        - - - - - - - - - - - - - - - - - - - - -  - - - - - - 
        -Clyde Lee   
        Chairman/CEO          (Home 
        of SwingMachine)SYTECH 
        Corporation          email: 
        clydelee@xxxxxxxxxxxx  
        7910 Westglen, Suite 105       
        Office:    (713) 783-9540Houston,  TX  
        77063               
        Fax:    (713) 783-1092Details 
        at:                      
        <A 
        href="">www.theswingmachine.com- - 
        - - - - - - - - - - - - - - - - - -  - - - - - - - -
        <BLOCKQUOTE 
        >
          ----- Original Message ----- 
          <DIV 
          >From: 
          Ray 
          Raffurty 
          To: <A 
          title=realtraders@xxxxxxxxxxxxxxx 
          href="">realtraders@xxxxxxxxxxxxxxx 
          
          Sent: Saturday, March 15, 2003 
          12:05 PM
          Subject: Re: [RT] VIX
          
          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 
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