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Strategies & Market Trends : Waiting for the big Kahuna

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To: William H Huebl who wrote (10737)12/2/1997 9:20:00 AM
From: Haim R. Branisteanu  Read Replies (1) of 94695
 
Bill I do not know how you use the VIX, but one very important feature to eliminate noise such as "short squizes" or pure manipulation from the trend, is to use "the relative velocity of change" of an index such as the VIX. (the differential of the VIX)

Sharp moves point to temporary events and usualy the market reverses.

BWDIK
Haim
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