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Trading the Odds on Tuesday – November 3, 2009
Trading the Odds on Tuesday – November 3, 2009
Unfortunately I’ve caught a touch of the flu, so posting will probably be light for a couple of days. Monday’s session complied in (almost) every way to the positive historical probabilities and odds where the CBOE Volatility Index ( VIX ) had surged 20%+ on the previous ...
VIX Goes From Overbought To Oversold In 5 Days
VIX Goes From Overbought To Oversold In 5 Days
quantifiableedges.blogspot.com — The VIX has moved from overbought to oversold quite quickly this past week (based on its stretch... above and below the 10-day average). This brings up the question of whether the now “oversold” VIX is suggesting a selloff for the S&P. I took a look at similar past situations. Results have ... (more) VIX Goes From Overbought To Oversold In 5 Days
VIX Spike of 35% in Four Days Is Short-Term Buy Signal
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
The VIX:VXV Ratio, Availability Bias and Disaster Imprinting
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
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