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fhogelucht posted by fhogelucht vote down flag
Trading the Odds on Friday – October 30, 2009
tradingtheodds.com - 10/29/2009
Trading the Odds on Friday – October 30, 2009
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It might appear that I’m addicted to blogging about the financial markets (my original intention was to take a couple of days off), but some of those setups triggered at today’s close are way too interesting. Despite the fact that all major market indices posted a reversal ...
VIX Spike of 35% in Four Days Is Short-Term Buy Signal
vixandmore.blogspot.com - 10/29/2009
VIX Spike of 35% in Four Days Is Short-Term Buy Signal
— vixandmore.blogspot.com — It has been awhile since I posted one of my VIX studies and given the recent spike... in the VIX, today’s action seemed like a good excuse to revisit the idea of VIX spikes as contrarian bullish mean reversion buying opportunities. Today the VIX closed at 27.91, which is up 34.9% in the four ... (more) VIX Spike of 35% in Four Days Is Short-Term Buy Signal

Comments vote down VIXandMore VIXandMore posted 10/29/2009posted this
Pullback Surpasses 2009 Mean
vixandmore.blogspot.com - 10/30/2009
Pullback Surpasses 2009 Mean
— vixandmore.blogspot.com — While this might not provide a great deal of comfort to longs, I have updated the VIX... and More Pullback Table to reflect today’s selloff. The table shows that the peak to trough drop of 66.73 points (6.1%) in the SPX has exceeded the 2009 average of 5.8%. As noted previously, a 5.8% pullback ... (more) Pullback Surpasses 2009 Mean

Comments vote down VIXandMore VIXandMore posted 10/30/2009posted this
The VIX:VXV Ratio, Availability Bias and Disaster Imprinting
vixandmore.blogspot.com - 30 days ago
The VIX:VXV Ratio, Availability Bias and Disaster Imprinting
— vixandmore.blogspot.com — Once a popular subject in this space, the VIX:VXV ratio appeared to be a casualty of the... financial turmoil and record volatility spikes in October 2008, when the ratio spiked to record levels an generated a buy signal that turned out to be nothing short of a disaster. I was not yet ready to ... (more) The VIX:VXV Ratio, Availability Bias and Disaster Imprinting

Comments vote down VIXandMore VIXandMore posted 30 days agoposted this
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