StockFetcher Forums · General Discussion · Volatility Analysis - VIX spikes and SPX follow through 1-3 days later<< 1 ... 5 6 7 8 9 >>Post Follow-up
tmanbone
124 posts
msg #83116
Ignore tmanbone
11/15/2009 9:18:36 PM

Kevin, Bar Tune

For your VIX/SPX strategy, are you using BB(9,2) or BB(10,2)? Thanks,

BarTune1
404 posts
msg #83118
Ignore BarTune1
11/15/2009 9:24:25 PM

I'm using 9,2 based on Kevin's backtesting .... the optimal setting ....

That being said, I still use the differential everyday to guage the overall market, whether overbought or oversold, to guide my stock trading (long and short) ....



Kevin_in_GA
4,552 posts
msg #83120
Ignore Kevin_in_GA
11/15/2009 9:31:01 PM

If you look at the signals the VIX has been generating lately, either time frame gives the same result. My penchant for multiples of five makes me use the 10 day right now, but either one works fine.

Given the 9 day component of the stochastic(9,5,3), which seems to be a very good indicator as well, I might revert back to the 9 day for the BBs to keep the time frames the same.

four
4,005 posts
msg #93726
Ignore four
6/11/2010 11:39:28 AM

http://www.optionszone.com/market-commentary/market-analysis/2010/06/can-the-vix-vxo-tell-you-when-to-buy-or-sell.html

StockFetcher Forums · General Discussion · Volatility Analysis - VIX spikes and SPX follow through 1-3 days later<< 1 ... 5 6 7 8 9 >>Post Follow-up

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