http://www.tradersnarrative.com/vixs-distance-from-moving-average-is-bullish-1203.html Freshly squeezed market commentary & analysis Fri, 08 Aug 2008 01:09:15 +0000 http://wordpress.org/?v=2.0.2 http://www.tradersnarrative.com/vixs-distance-from-moving-average-is-bullish-1203.html#comment-10388 Thu, 02 Aug 2007 05:19:09 +0000 http://www.tradersnarrative.com/vixs-distance-from-moving-average-is-bullish-1203.html#comment-10388 [...] “Usual Suspects” Show Fear The usual indicators that most people turn to are showing fear: volatility indices and the put/call ratios. And the increasingly popular % of stocks above a moving average. [...] […] “Usual Suspects” Show Fear The usual indicators that most people turn to are showing fear: volatility indices and the put/call ratios. And the increasingly popular % of stocks above a moving average. […]

]]> http://www.tradersnarrative.com/vixs-distance-from-moving-average-is-bullish-1203.html#comment-10315 Wed, 01 Aug 2007 06:59:23 +0000 http://www.tradersnarrative.com/vixs-distance-from-moving-average-is-bullish-1203.html#comment-10315 [...] As an example of a system, you can look at Babak’s method using distance of the VIX from its 50-day moving average. 50 days? Close to the half-life mean reversion time. Looks like it can generate some good trades. Anyway, more later; hope you enjoyed this article. [...] […] As an example of a system, you can look at Babak’s method using distance of the VIX from its 50-day moving average. 50 days? Close to the half-life mean reversion time. Looks like it can generate some good trades. Anyway, more later; hope you enjoyed this article. […]

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