Stock Incubator

[dalcindo]

You know, I think that you are right on both counts: losing money and making shorts very rich.

I have used the relative strength of the short-term VXX against the mid-term VXZ futures in order to test a sentimental/directional correlation with the market.

So far, I got a nice inverse correlation as it should be, but nothing revealing in terms of directional foretelling.

D.