I read an article the other day claiming "The VIX is Very Predictable"
It claimed the method to buy/sell "the VIX" (which itself can't be bought or sold) is to take the 11 day ema and sma, plot them and buy when the ema goes under the sma, and sell when the ema goes above the sma.
Here is a chart of the vix and a little indicator that I coded up using the method described. The red line is the ema and the white is the sma. I colored the background "green = buy" and "red = sell".
Seems there needs to be a bit of refinement for this method to work ... but it's a start. Would welcome other ideas in the comments.
from marketsci.wordpress.com/2008/07/28/the-vix-is-very-predictable/
It claimed the method to buy/sell "the VIX" (which itself can't be bought or sold) is to take the 11 day ema and sma, plot them and buy when the ema goes under the sma, and sell when the ema goes above the sma.
Here is a chart of the vix and a little indicator that I coded up using the method described. The red line is the ema and the white is the sma. I colored the background "green = buy" and "red = sell".
Seems there needs to be a bit of refinement for this method to work ... but it's a start. Would welcome other ideas in the comments.
from marketsci.wordpress.com/2008/07/28/the-vix-is-very-predictable/
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。