VIX Stretch
Posted in Indicator on Aug 2nd, 2009
I’ve been reading the book Short Term Trading Strategies That Work by Larry Connors and Cesar Alvarez this weekend. Several of the strategies in the book call for the use of a “VIX Stretch” when the VIX has stretched to 5% or greater from its 10 period moving average. The indicator below plots the VIX [...]
