JATS PT Points & Levels

JATS PT Points & Levels

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JATS PT Points & Levels
JATS PT Points & Levels
ES/SPX correlation with today's VIX
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ES/SPX correlation with today's VIX

March 25, 2025

Julie Wade's avatar
Julie Wade
Mar 24, 2025
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This model did not work out so well. It is hard trying to use a correlation of percentage range with True Range points. It is better to stick with RVOL/HVOL true range imho.

ES reached Daily 2 at …

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