More on VIXFix

#54267
AvatarMichael
  • Topics: 3
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  • Posts: 10

A paper at http://docs.mta.org/dow-award/2015-amber-hestla-barnhart.pdf shows that adding a moving average to the VIXFix can be useful as a timing tool. Of course, adding an MA to an indicator in Optuma is simple to do.

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