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Strategies & Market Trends : John Pitera's Market Laboratory -- Ignore unavailable to you. Want to Upgrade?


To: The Ox who wrote (17885)3/11/2016 11:49:11 AM
From: isopatch1 Recommendation

Recommended By
TideGlider

  Read Replies (1) | Respond to of 33421
 
Thanks for your input Ox. Opinions can differ and that's a good thing.

Actually, VIX, variants, and analysis of same, never been part of my trading work. We all have our own tool boxes which is also good ALA as it creates more gains than losses. Speaking of which...) Booked a pretty fat intermediate term profit this morning.hold. Details on my thread.

Any recent trades that exemplify your work?

TIA.

Cheers,

Iso



To: The Ox who wrote (17885)3/11/2016 12:20:08 PM
From: John Pitera  Respond to of 33421
 
Excellent point OX... the VIX is no where near as reliable as it was in the second half of the 1990's and the early 21st century..

and the long term backtesting of that missive strikes me as just that ... optimized backtesting

We have so many derivatives and derivatives on those derivatives...

Art Cashin points out that we have 3 bi elections in Germany this weekend... it will not be constructive for Merkel
to have here backing weakened.

The Brexit vote is coming up in a number of weeks.

The BOJ will meet next Tuesday and we have to see what they have as an encore. The Bank of England will be meeting and most significantly in China the People's Leadership conference will convene and we will have to see
what they have to say.

The European equities did have a spectacular day.

and even with the crude rebound we have this article from Bloomberg

bloomberg.com