Friday, July 29, 2011

Cyclical Nature of Put/Call Ratio

I spent some time doing an anaylsis of
Specifically, the Put/Call ratio of the S&P 500 only

By calculating various moving averages, I came up with a very interesting cyclical result.   The cycles aren't perfectly uniform, and they are not "perfect" in repetition, but they are obvious.

Now the next question is: how could one make money off of this?    Drop a comment.

Taking volunteers to help with analysis.