|
PureBytes Links
Trading Reference Links
|
So while you are looking, look at the
attached. Start toward a system.
The bottom graph is a PercentR (turned over) for
the VIX.
Look at what it says. This is a very short
one. Will take a look at a
longer one after a while.
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 9:50
PM
Subject: Re: [RT] VIX
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:
<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
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:
<A title=r.raffurty@xxxxxxxx
href="">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. 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. 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. 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. 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. 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.
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.
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:
junk.gif
Attachment:
Description: "Description: GIF image"
|