Pete Taylor Member  Posts: 28 Joined: 10/11/2012 Location: N Bradley, England  User Profile | If you look at the VIX on weekly bars - file attached, I would suggest that as increases say above 20 would trigger the need for "weekly slices". This to me would suggest potential changes in the market state, now happening. In bear markets these are generally very volatile periods, whereas bull markets can also be volatile towards the end of the cycle, but they are normally quiet periods, where prices steadily rise but volatility is low. A link to this would surely by definition alert us to areas in the market where we would need to look at things more often, as they are changing more quickly. [Edited by Pete Taylor on 4/14/2014 4:57 AM]  Attached file : VIX weekly.PNG (270KB - 328 downloads) |
