John Pitera's Market Laboratory Message Board

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Strategies & Market Trends : John Pitera's Market Laboratory

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To: John Pitera who wrote (3934)	5/29/2001 1:08:48 PM
From: OX	Read Replies (3) of 33421

wow... I don't really have an informed opinion on whether QQV could undercut the VIX... my personal opinion is that it won't. (just one minor nit in your post... QQV tracks implied volatility of QQQ options; VXN tracks it on NDX index options. as I understand it, besides the obvious differences in QQQ and NDX liquidity, QQV is calculated using trading days, whereas VXN uses calendar days... which accounts for the differences in their volatility readings) one more interesting note... whenever the Tech %-age in the SP500 starts to dip noticeably, it seems the 'braintrust' conveniently increases the tech weighting. does anyone know the Tech weighting in the OEX? I should go look that up.

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