Market Volatility VIX/VXO
热3已有 6247 次阅读 2012-11-10 20:43Calculated and plotted VXO to verify the idea. Seems right.
Here is Average, 20SMA, BB_lower and BB_upper of all years VXO using yahoo data (1986 - now 2012 Nov.)
Interesting to learn, statistically.
- Oct to Nov, Wall Street in high Volatility.
- Mid-Dec is a good time to build long position for oncoming year.
- June ~ July looks a low point of a year.
- About 255 trade days a year, some two third of 365 days. An easy job.
The VIX has replaced the older VXO as the preferred volatility index used by the media. VXO was a measure of implied volatility calculated using 30-day S&P 100 index at-the-money options.
When is best time for trade?
per statistics of all years SPY/SPX data,
Seems End of April to sell; Sept-Oct to load,
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