Search results

Hi: sorry if I wasted anyone's time. I just discovered that this info is available via Big charts.com with their advanced settings. M

Hi: I want to try to backtest how certain stocks react to company specific and significant news. To do that, I need to look at DAY charts in the past with minute-by-minute [ideally] or 15 min. or 30 min. increment details. For example, if I wanted to look at the price action of MSFT on...

thanks! good pt; though the VXO and VIX historically seem to correspond pretty closely. [And actually the research I've done has been based on VXO and OEX prices--it's just a bit crude based on an excel spread sheet I've set up]. I know the movements of the OEX and VXO aren't totally...

Hi: I was wondering if anyone can recommend an accessible way to backtest an option strategy[ies]? One type explores the relationship between VIX and OEX [XEO] and the other OEX and large S&P stocks [seeing if there's a way to take advantage of the tighter premiums on the OEX]? Any leads...

thanks Jack. Yes, I should have noted that I was aware of the upside to sectors moving [though I certainly wasn't aware to the degree you wrote about], but given my time limitations, I'm looking for something which can work in "slow motion." May be a dead end, but again if someone knows about...

Hi: I'm interested in asset allocation [not trading], and was wondering if anyone knew of any research done on out of favor sectors in the stock market; i.e. is there some time frame--say, 3, 5, or 7 years--that if a sector [ex. utilities, telecommunications, home builders, etc.] is...

Hi: I was wondering if anyone knew of any research on seriously spiking stocks--vaguely defined in my mind by a stock with a near vertical rise in a short period [say at least 25% within 10 days--not that that particular criteria is important but the sharp short-term spiking is]? What I'm...

thanks for the various responses--and I'm open to more if anyone else has creative ideas? re: "Do I want to reduce volatility or hedge direction? reducing vol would require you to sell vol of you portfolio. basically a dispersion type trade. treat your portfolio as a basket and then get the...

Hi: I was hoping to use options to reduce the monthly volatility in my stock/mutual fund portfolio. I know one can buy puts, but that ends up being quite expensive or only offers protection at a very draconian level [say when mrkt sells off over 10% or more]. I know others recommend selling...

I finally figured out how to get bigcharts to do comparison. Assuming CBOE oil index is the appropriate one [i.e. measures spot oil prices or a good indicator of it] then that did the trick. thanks!

thanks Whitster; I went to bigcharts but couldn't get it to recognize the symbol Yahoo Finance uses for DJ Oil index. So I did some fiddling around and found something for a CBOE oil index. I'm not sure if that's the right index for spot prices. And unfortunately, it wouldn't allow me to do any...

Hi: I'm trying to can get a sense of the relationship between the Dow Jones-AIG Crude Oil Index [or it could be any spot oil price index that has been around for a long while] and oil service companies such as SLB. But when I try to do this on Yahoo Finance it only offers 5 days worth of data...