How Meaningful are VIX’s Big Percentage Moves?
Trend Following Wizards — February
Most of these articles, and more, can be found over at The Whole Street: Quants
Joined Nov 11, 2007
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Woodshedder, there is a problem with the Connor RSI Update link: it’s an admin-posting link of some sort instead of an article.
Thanks for the list for this week! I will check the articles out.
Ultra, thanks! I fixed it. There is some good reading here. I especially enjoyed the VIX article and the Connors RSI.
Great article on the VIX..
Thanks for the shared links, Wood.
The trend following wizards’ YTD performance is very encouraging for those who don’t follow trend.
Gregor, their returns are pretty awful, especially their YTDs.
I wonder if the little pullback at the end of February erased all of their gains?