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发表于 2011-11-20 06:11 PM
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q13117 发表于 2011-11-20 06:57 
Cobra Lao Da,
Friday SPX and VIX were both red, will market be closed in green Monday? I remember ...
I did calculate Close of Day of VIX vs. SPX to see if any statistical pattern.
Close of Day of VIX vs. SPX
The conclusion: no positive correlation of SPX next day movement with previous Close of day, in any combinations. |
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