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Strategies & Market Trends : Waiting for the big Kahuna -- Ignore unavailable to you. Want to Upgrade?


To: William H Huebl who wrote (44743)11/25/1999 11:07:00 AM
From: James F. Hopkins  Read Replies (1) | Respond to of 94695
 
I'm glad to see he uses something to weigh the VIX against so
the result is relative and not a fixed arbitrary number,
I just wish he had taken it back in time to early July as it's
hard for me to tell if he is on to something with that short
of data. Still the way he is looking at it if the OEX goes
straight up with "no volatility" then any VIX at all is going to
produce the results that says the OEX will keep going straight
up forever. At least that's the way it looks to me, seems he
needs something better to weigh against.
Jim



To: William H Huebl who wrote (44743)11/25/1999 4:53:00 PM
From: Les H  Read Replies (1) | Respond to of 94695
 
I have the one-month volatility at 15.7 and the 21-day moving average at 21.7. He's being somewhat selective in his interpretation of using VIX versus the OEX volatility.