tag:blogger.com,1999:blog-897456774486153841.post1903001667724288158..comments2024-03-25T09:22:22.004-07:00Comments on VIX and More: Mean Reversion After Big DropsBill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger4125tag:blogger.com,1999:blog-897456774486153841.post-73780038500867649322008-02-07T00:12:00.000-08:002008-02-07T00:12:00.000-08:00Funny how he posted this analysis when the market ...Funny how he posted this analysis when the market was up in the morning... before it went down further in the afternoon.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-39118693764612659762008-02-06T11:14:00.000-08:002008-02-06T11:14:00.000-08:00Hi Jeff,That's not how I read it, although I must ...Hi Jeff,<BR/><BR/>That's not how I read it, although I must confess that I found the x-axis to be a little confusing.<BR/><BR/>I think the best interpretation is that the average of all 37 drops of 3.2% or more is -5.01% and that the bounce begins the first day after the drop. Of course all this data is normalized, so this retracement references the mean bounce, not all bounces.<BR/><BR/>Cheers,<BR/><BR/>-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-72633232454040893482008-02-06T11:11:00.000-08:002008-02-06T11:11:00.000-08:00http://marketrewind.blogspot.com/2008/01/shall-we-...http://marketrewind.blogspot.com/2008/01/shall-we-bounce.html<BR/><BR/>I'll take this back further this week if we see further pullback.Jeff Pietsch CFAhttps://www.blogger.com/profile/08269888170503481402noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-38678164062827877092008-02-06T11:07:00.000-08:002008-02-06T11:07:00.000-08:00Do I understand correctly that another 5% has hist...Do I understand correctly that another 5% has historically been shaved in the ensuing two to three days before recovery commences, on average?Jeff Pietsch CFAhttps://www.blogger.com/profile/08269888170503481402noreply@blogger.com