Trading with the VIX?

tradegeek

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Hi all!

@BenTen just posted an indicator that shows the ratio between the VIX and VIX3M (https://usethinkscript.com/threads/bullish-market-entry-point-for-thinkorswim.1174/). In that regard, I thought I'll post something interesting and maybe a bunch of great minds here will come up with something similar or even better.

I came across a system using the VIXes that seems very attractive. There are three scripts involved, a VIX tool that shows the relationship between the different VIX indices, a backtester, and a spread script. I'm not sure what the spread tool does but the VIX script and the backtester should not be a problem for the great minds here. The VIX script just plots and compare the different VIXes on the chart along with a moving average. The backtester I guess incorporates the info from the VIX script to backtest SPX, SPX futures, SPY, (maybe other indices and stocks?).

Anyway, I can't explain it but check out these videos...


Here is the full webinar...
https://player.vimeo.com/video/409281089
Let's see if we can get something this made here...
 
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