Technical analysis for shorts & longs Message Board

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Strategies & Market Trends : Technical analysis for shorts & longs

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Dec 31 4:00 PM EST

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To: Lachesis Atropos who wrote (23539)	12/8/2001 1:12:47 PM
From: j g cordes	Read Replies (1) of 69358

Lachesis.. re "the way I calculate an index (each stock having equal weight and by taking the (high-low)/2 rather than the close as the point to calculate on).." One might be able to anticipate an index's move by looking at component volatility changes. Create an index component volatility number (ICVN). Often a grouping of stocks by kind (an index), will start to react to and follow the behavior of one of its members. For example a takeover of one small linux firm adds premium to all small linux firms.. or banks, airlines.. etc. Just an idea, but it could be useful for timing entry and exit of index positions.. Jim

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