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posted by quantifiableedges vote down flag
quantifiableedges.blogspot.com - 5/20/2009
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I have some sizable projects going on and some detailed studies that are taking longer than normal to construct. In the next few days or week I hope to have some exciting edges to share. In the meantime, below are some recent/current reads that I found worthwhile: Mr. VIX (Bill Luby) with some ...
Where Will the VIX Bottom?
vixandmore.blogspot.com - 5/19/2009
Where Will the VIX Bottom?
— vixandmore.blogspot.com — As I write this, the VIX is at 28.80, after making an intraday low of 28.51 earlier... in the session. Since this is the first time the VIX has traded below 30.00 since the middle of September, I am finding there is a great deal of interest in and ... (more) Where Will the VIX Bottom?

Comments vote down THE SHARK REPORT found this 5/19/2009found this
Don't Get Euphoric About a Falling VIX
online.barrons.com - 5/20/2009
Don't Get Euphoric About a Falling VIX
— online.barrons.com — WHEN TOURISTS VISIT Wall Street, they often head down Broadway to visit the big bronze bull that... sits just north of Bowling Green Park. The bull's nose has been rubbed so often that it has taken on its own special patina. As of this date, reports are ... (more) Don't Get Euphoric About a Falling VIX

Comments vote down Abnormal Returns found this 5/20/2009found this
cxoadvisory.com - 5/22/2009
May 22, 2009 - Purifying Stock Market Sentiment Indicators
— cxoadvisory.com — Evidence indicates that many sentiment indicators add little or no value to simple price action indicators, but... VIX purified of price action contains significant predictive power for future stock market returns. However, price action masks the ... (more) May 22, 2009 - Purifying Stock Market Sentiment Indicators

Comments vote down Abnormal Returns found this 5/22/2009found this
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