Silicon Investor (SI) -- The First Internet Community

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

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

To: William H Huebl who wrote (12666)	1/4/1998 11:14:00 PM
From: ftth	Read Replies (1) \| Respond to 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

To: William H Huebl who wrote (12666)	1/4/1998 11:43:00 PM
From: ftth	Read Replies (1) \| Respond to of 94695

Bill, one other question: do you know of any sources for historical data on the number of member short positions (not the ratio of public/member shorts, the total number of member short positions)? IBD has the ratio and a plot, but that's not what I'm after. thanks, dh