TradingView
gb50k
23 янв 2016 г., 09:35
Pseudo VIX -Intraday -.beta
AMEX:VXX
60
iPath Series B S&P 500 VIX Short-Term Futures ETN
Arca
Описание
⋅
23 янв 2016 г., 09:35
For Educational Purpose -
Intraday VIX estimation using yesterdays VIX, previous overnight roll , and intraday values for the VXX etf (scaled up to VIX)
Works in all intraday time frames.
First attempt...feedback welcome.
VIX CBOE Volatility Index
intraday
Комментарии
KeyTrade
⋅
23 янв 2016 г., 22:07
What's the output for next week?
Ещё