StockFetcher Forums · General Discussion · Volatility Indexes<< 1 2 3 4 5 ... 7 >>Post Follow-up
Kevin_in_GA
3,964 posts
msg #81344
Ignore Kevin_in_GA
10/18/2009 2:05:25 PM

Here are charts for each of the Volatility Indices covered by SF, compared to their underlying Index. These charts are constantly updated and interactive.

Might take a minute to load them all. Hope you find this helpful.

Kevin_in_GA
3,964 posts
msg #81345
Ignore Kevin_in_GA
10/18/2009 2:05:57 PM


S&P 500 VOLATILITY INDEX




NASDAQ VOLATILITY INDEX




RUSSELL 2000 VOLATILITY INDEX




DOW JONES VOLATILITY INDEX




OIL VOLATILITY INDEX



johnpaulca
10,297 posts
msg #81347
Ignore johnpaulca
10/18/2009 3:17:10 PM

Thanks Kevin

BarTune1
358 posts
msg #81353
Ignore BarTune1
10/18/2009 4:31:56 PM

Thats perfect Kevin. Thanks a ton. I will be watching this thread daily ....

BarTune1
358 posts
msg #81800
Ignore BarTune1
10/26/2009 10:19:43 PM

Looks like some buy signals Kevin .... i cant get on the computer much though ... in SC golfing now ... internet connection sucks here where i am staying .....

Kevin_in_GA
3,964 posts
msg #81896
Ignore Kevin_in_GA
10/27/2009 9:06:41 PM

BarTune (and everyone else):

Clearly got a lot of BUY signals, across the major indices, as almost all of them closed above the upper BB(9,2) yesterday and again today.

This system, using the ^VIX and ^SPX, has been accurate 88% of the time over the past 2 years. The other indices have not been optimized and backtested, but look to be moving pretty much in lock step with the ^SPX. Using the charts above, simply look at the underlying index movement each time the Volatility Index closed above the upper BB.

Possible long plays - BGU, TNA at the 3x level, SSO, QLD, UWM, DDM at the 2x level.

Good luck.

Kevin

johnpaulca
10,297 posts
msg #81928
Ignore johnpaulca
10/28/2009 10:03:52 AM

VIX.....was in the Booya Buy Zone yesterday, not a good time to go long at the market open, this afternoon or tomorrow would be alot safer.

Kevin_in_GA
3,964 posts
msg #81933
Ignore Kevin_in_GA
10/28/2009 10:50:12 AM

the Booya Buy Zone ???

what exactly is this?

johnpaulca
10,297 posts
msg #81937
Ignore johnpaulca
10/28/2009 11:15:54 AM

Price moving above lower BB(40,0.4) from below. It's the bars that are sandwich between the upper and lower bands. You are basically trying to capture the momentum in a short time frame....works better in stocks >$30

karennma
6,419 posts
msg #81938
Ignore karennma
10/28/2009 11:17:01 AM

Too bad you can't apply indexes in a filter ...
Or, rather I've never been able to figure out how to do it.
For example,
apply symlist(^dji,^dxy,^vix) ....
and so forth and so on ... doesn't work.
Anyone have any ideas?


StockFetcher Forums · General Discussion · Volatility Indexes<< 1 2 3 4 5 ... 7 >>Post Follow-up

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