Dollar-Weighted Put/Call Ratios by Fari Hamzei and Barbara Star Ph.D.
ARTICLE SYNOPSIS ...Stocks & Commodities V. 22:4 (52-55): Dollar-Weighted Put/Call Ratios by Fari Hamzei and Barbara Star Ph.D.
Does this new twist on the popular sentiment indicator hold some predictive value? Find out here.
Many years have passed since Martin
Zweig used end-of-day option trading activity to create the put/call ratio. Since then, it has been widely followed as a measure of market sentiment. It reflects the emotional aspect of trading by identifying the degree to which traders feel optimistic or pessimistic about near-term market direction. Because it reveals what traders are thinking, many bel...
AUTHOR: Fari Hamzei and Barbara Star Ph.D.DATE: APR 2004SUBJECT: Options