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Strategies & Market Trends : Waiting for the big Kahuna

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To: William H Huebl who wrote (12666)	1/4/1998 11:14:00 PM
From: ftth	Read Replies (1) of 94695

[re:VIX]Hi Bill, way too many posts to read all, so please excuse if you've already discussed this. I was wondering if anyone has used the modified VIX discussed in 9/95 Technical Analysis of Stocks and Commodities. The modifications seem, from an intuitive standpoint, like they would be a good enhancement to a VIX-based signal using short (e.g. 9 day) and intermediate (e.g. 100 day) trends of the standard VIX. Also, have you ever looked at a plot of the difference between VIX and the historical volatility of OEX as a broad market signal (i.e. as a different measure of "overpriced" vs "underpriced" than current VIX levels vs. historic VIX levels)? Would also be interested in how you use VIX and why....is there a past post you could refer me to? dh

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