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She's worse off than me, she's working (manages a
Linen 'N Things store) but I'm going to fix dinner, stakes on the grill, home
made potato salad (my specialty) and corn on the cob. Summer is here
thank God.
Ray Raffurty
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Clyde
Lee(SBCY)
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="">realtraders@xxxxxxxxxxxxxxx
Sent: Sunday, March 16, 2003 11:21
AM
Subject: Re: [RT] VIX
Yeah, do what I'm fixing to do.
Take my wife down to the Galleria for lunch--she
is due that.
I'll do a vix based system later.
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 9:12
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:
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: <A
href="">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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