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seine
15 lut 2015 07:04

Using SPY/VIX ratio to confirm market movements.  

SPDR S&P 500 ETF TRUSTArca

Opis

This works like the MACD (or any other momentum indicators) - positive and negative divergence.
Komentarze
vlad.adrian
The data here is not enough to rate this indicator. I think you need to go back at least 10 years to see if you really are on to something :)
seine
agreed. how far does vix go back?
vlad.adrian
on TV you cand find data since 1990, so you have more than enough for a proper study
seine
nice...thanks man
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