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fhogelucht posted by fhogelucht vote down flag
Trading the Odds on Monday – November 2, 2009
tradingtheodds.com - 10/31/2009
Trading the Odds on Monday – November 2, 2009
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Friday’s session in every way complied to (heavily lopsided negative) historical probabilities and odds (even to the magnitude of change on the intraday low and on the close) where either the CBOE Volatility Index ( VIX ) had closed lower at least -11% on the previous session, or the ...
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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