SPY signal based off of VIX correlation?

Prison Mike

Prison Mike

Member
Hey,

Want to create a strategy based off SPY VIX correlation. How do I create a buy in SPY based off of a VIX signal?
 
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Prison Mike

Prison Mike

Member
Haven’t totally figured that out. Really just wanted to see the correlation as a P/L. Was thinking something simple like when VIX (or even a VIX moving average) paints a new William’s fractal high buy SPY, and vice versa.

Was also wanting to show VIX as a line chart over SPY candles. Hope this makes since
 
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Pelonsax

Pelonsax

Member
VIP
There is a study here I saw not long ago that is called Market Sentiment that takes that into account
 
BenTen

BenTen

Administrative
Staff
VIP
@Pelonsax You must be referring to our beta testing indicator called Market Sentiment :D
 

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