Since 1990 .....
If you bought the market with VIX hitting 32.... you will always sell it for a profit within several weeks.
As in.. the market was always higher several weeks later.
Too bad there is no VIX data before 1990 to see if it holds up in other periods.
Non-scientific VIX study.
Started by
ogm
, Aug 15 2007 03:08 PM
2 replies to this topic
#2
Drano
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Posted 15 August 2007 - 03:40 PM
Wasn't there a change in the way they computed the VIX? Or am I thinking of some other indicator?
#3
ogm
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Posted 15 August 2007 - 04:12 PM
Wasn't there a change in the way they computed the VIX? Or am I thinking of some other indicator?
I think VXO is the old VIX... Basicaly same [bleeeep].. they both at the same level
