Aug

6

I think the VIX is greatly over-rated. Here is my synthetic vix (7page PDF ). It follows the actual vix closely and the actual vix is just the market upside down.


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  1. Jason on December 5, 2012 12:37 pm

    Professor Niederhoffer,

    In your book “Practical Speculation” you commented on how the VIX is your favorite technical indicator. I am not sure if the synthetic VIX in the diagram above is yours or Larry Williams; however, I wanted to ask your opinion on it at this current point in time given how popular it is. Realizing that you first wrote about it in 2006; do you believe that in 2012 it still holds some predictive power ?

    Kind regards,

    Jason

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