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Peter Eliades
Moderator
Kit097 said:
ok. what is the upside projection for vix?
There is a preliminary projection to a close of 41.23, but it has not been confirmed. That's why I did not quote it on the update...
mgen4920
Maybe it would be interesting, when a trend change seems to occur, to keep an eye on upside targets and to mention any invalidation. Thanks.
Guido van Schagen
Hi Peter, first of all great work! I'm wondering if the S&P downside projection of 3208 is now invalidated as I went short because of the 90% statistics. With a closing price around 3400 what would happen?
simiwalter616
SPX project invalidated today. After applying NICK filter can able to suppress this noise. Peter but wondering when to apply NICK filter and when to not. Please, can you shed some light on WHen to apply NICK filter and When to NOT. Thanks
robertknyc271
Peter, very useful observation of the different accuracy level of VIX upside vs. downside projections.
Comments (5)
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There is a preliminary projection to a close of 41.23, but it has not been confirmed. That's why I did not quote it on the update...
Maybe it would be interesting, when a trend change seems to occur, to keep an eye on upside targets and to mention any invalidation. Thanks.
Hi Peter, first of all great work! I'm wondering if the S&P downside projection of 3208 is now invalidated as I went short because of the 90% statistics. With a closing price around 3400 what would happen?
SPX project invalidated today. After applying NICK filter can able to suppress this noise. Peter but wondering when to apply NICK filter and when to not. Please, can you shed some light on WHen to apply NICK filter and When to NOT. Thanks
Peter, very useful observation of the different accuracy level of VIX upside vs. downside projections.
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