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Volatility Index OptionsThe next chart shows the Percent Price Oscillator for the VIX without the VIX. Unlike the VIX plot, the VIX PPO(10,50,1) oscillates above as well as below the zero line. There was a relatively well specified variety from 2006 up until mid 2008 as the PPO created some excellent signals for both extremes. This array increased … Read More

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