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Strategies & Market Trends : John Pitera's Market Laboratory
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To: OX who wrote (3932)5/29/2001 12:34:51 PM
From: John Pitera  Read Replies (2) of 33421
 
The QQV and VIX have come down 40% from their high points and Bullish sentiment moving north again,
the QQV option volatility index has really come down
considerably from the 80's down to the low 50's. I would think it possible that over the next 2-3 years, maybe
sooner we'll actually see the QQV volatility number be lower than the VIX.

(the QQV tracks the volatility of the NDX Nasdaq 100 index options and the VIX tracks the implied volatility of
the OEX options, more specifically the front month puts and call that are near the money.)

why would the QQV work it's way lower than the OEX, because the tech stocks would become so out of favor
that they would become less volatile and they would not be the area where momentum trading money would
go.

the VIX made it's high reading on March 22nd the day of the 4.91 TRIN (ARMS Index) reading and the low day on
the DJIA and the 10 year note yield low. The QQV made it's high on April 9th.

The AAII has the percentage of bullish investors above 60% again.

John
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