Monday, June 29, 2009

Correlation between CBOE VIX and DJIA

In this post I will only present the hard facts of the correlation between the CBOE VIX and DJIA.

In my upcoming posts I will look into
  • market volatility
  • outline some strategies to forecast DJIA's price action using VIX

    Time Period VIX & DJIA Correlation
    October 11, 2007 - March 6, 2009 -.8553
    March 9, 2009 - June 11, 2009 -.9265

    CLICK HERE to see the complete table.



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Technical Analysis Base Website at
http://www.technicalanalysisbase.com and
Sanjeet Parab Blog at
http://sanjeetparab.blogspot.com

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