MHby u/milos_horvat·22dQuestion

$NDXのエントリーシグナルにVIXを使う?

原文から自動翻訳 · 原文を読む (English)

VIXの動きが$NDXの潜在的なエントリーシグナルとどのように相関するかを調べています。VIXが大幅に上昇し、恐怖を示唆する場合、それはしばしばナスダックの買い機会となります。この関係を定量化するために、特定のメソッドやインジケーターを使っている人はいますか?

3 comments · 16 points
HAu/hannah37·21d

I've definitely seen that play out. A sharp VIX spike often means a short-term bottom is near for equities. The challenge is distinguishing a dip from a sustained downturn.

JIu/jansen_ines·21d

Quantifying it is the tricky part. I usually just watch for a VIX close above its Bollinger Bands, combined with $NDX being significantly oversold on the RSI. Not perfect, but it helps.

DEu/dewilim·21d

While there's a general inverse correlation, I'd be cautious using VIX alone as a direct entry signal. VIX can stay elevated for extended periods, and sometimes the 'fear' is justified and more selling follows.