Hi guys, great info. Have you guys tried the Williams VIX Fix? Does a good synthetic that resembles the CBOE VIX, and can be used on any tradeable.
The magic formula looks like;
Periods default = 22
HH = HighestHigh(Periods)
VF = (HH-Low)/HH
So just measures downside movement from the highest of last 22 highs.
Might also be worth inverting it for upward spikey markets, but I havent tried that yet.
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Last
8,589.3 |
Change
-13.700(0.16%) |
Mkt cap ! n/a | |||
| Open | High | Low |
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| XJO (ASX) Chart |