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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin! -- Ignore unavailable to you. Want to Upgrade?

To: Jack of All Trades who wrote (4456)	4/14/2000 5:33:00 PM
From: fut_trade	Read Replies (1) \| Respond to of 7434

I'm using the current 500 stocks and the current number of outstanding shares. For historical values, if a stock was not traded before a certain date, then the outstanding shares are set to zero. Also, the composition of the SPX has changed a lot of the last few years, so I'm approximating the historical composition with the present composition. I should have some charts by tomorrow going back to '97. However, I think this data is mainly useful for looking at the volatility of the market, and perhaps reversals. At least the concept of U & D is well-defined.