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March 12, 2010 - How Do You "Purify" VIX?

http://www.cxoadvisory.com

"In 'Purifying Stock Market Sentiment Indicators', you say 'VIX purified of price action contains significant predictive power for future stock market returns.' How do you 'purify' the VIX of price action?"

 
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Created by Pittstrader 1 year 47 weeks ago – Made popular 1 year 47 weeks ago
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