jjfrost

VXV/VIX Ratio Oscillator

VXV / VIX ratio <1 is typically bullish for S&P and >1.3 is typically bearish
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Thanks for posting this! I typically use a VIX/VXV ratio (same but inversed) for my XIV and ZIV investing, and came across your oscillator. I'll either start thinking inversely, or adapt to this method and adopt it. :)
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JP81 JP81
@jjfrost I just realized you built in the ability to customize the ratio tickers -- brilliant. Thank you for creating this.
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Of course. That was a sloppy formulation on my part. What I meant to say is that the ratio doesn't spend much time above or below these thresholds, so it's not clear to me how one would use them as signals.
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In your chart, the VXV/VIX ratio is never <1 or > 1.3. If this is, indeed, the case, can you help me figure out how to use this ratio?
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jjfrost Algyros
@Algyros, yes, it's >1.3 on 8/31 and 9/1 and reaches 0.97 on 4/12. There's also an 20 day EMA (orange) that does not reach the high/low lines.
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