StockFetcher Forums · General Discussion · Volatility Analysis - VIX spikes and SPX follow through 1-3 days later<< 1 ... 3 4 5 6 7 ... 9 >>Post Follow-up
tmanbone
124 posts
msg #82612
Ignore tmanbone
11/6/2009 9:20:58 PM

Thanks Bar Tune, time to study.

johnpaulca
11,312 posts
msg #82615
Ignore johnpaulca
11/6/2009 10:26:41 PM

You shorted M??? in the buy zone, just give me your money, I live in Calgary (:

BarTune1
406 posts
msg #82622
Ignore BarTune1
11/7/2009 10:05:20 AM

Yeah I am short M against JCP ..... and I know you are a momentum guy ..... east meets west here .... London Ont ..... we will see what happens ....

My initial play was to buy JCP on the dip and I looked for a comparable pair to match it up against, and M looked the most overbought at the time.

duke56468
683 posts
msg #82692
Ignore duke56468
11/9/2009 12:34:24 PM

So far the vix top and the s&p bottom have coincided well. What are the odds that they would be exactly on the 2nd of each month for the last 3 mo. Institutional buying or gov manipulation or both? Just trying to learn.

BarTune1
406 posts
msg #82704
Ignore BarTune1
11/9/2009 3:19:26 PM

If anything there is normally a slight bias to the upside at the end of the month and a slight bias to the downside the first few days of the money .....

duke56468
683 posts
msg #82711
Ignore duke56468
modified
11/9/2009 5:39:27 PM

M4M are you talking about using the wilders RSI normally set at 14 period and now set to 2? Is this on a daily, hourly chart for daytrading, swing, or position trades. Does it only apply to the VIX. Could you elaborate a little more? Thanks

Kevin_in_GA
4,553 posts
msg #82712
Ignore Kevin_in_GA
11/9/2009 6:38:52 PM

More like-minded thinking in the Blogosphere ...

VIX Goes from Overbought to Oversold in Just 5 Days

This analysis uses the 10 day MA and looks for movement greater than 10% in either direction. Similar to BarTune1's original premise that got me looking more closely at the VIX as a trading system.

Enjoy!

Kevin

BarTune1
406 posts
msg #82717
Ignore BarTune1
11/9/2009 7:54:08 PM

I'm in early again Kevin - hoping the market reverses soon. At least my JCP:M pair moved the right direction today.

Kevin_in_GA
4,553 posts
msg #82723
Ignore Kevin_in_GA
11/9/2009 9:22:04 PM

I am holding off until at least tomorrow's close - with no economic news slated through Wednesday, there is little to derail these markets from further advancement.

Also, looking at the VIX relative to the lower BB(10,2) there is at least one more day's worth of room to go lower before any rebound (IMHO).



BarTune1
406 posts
msg #82725
Ignore BarTune1
11/9/2009 9:31:25 PM

I think you are smarter than me ... or at least you have more patience ...

StockFetcher Forums · General Discussion · Volatility Analysis - VIX spikes and SPX follow through 1-3 days later<< 1 ... 3 4 5 6 7 ... 9 >>Post Follow-up

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