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I came across this article discussing how the VIX Flip Indicator tracks the fear of investors. It seems to be an interesting tool, which I would like to investigate. The calculation of this indicator is not communicated in the article. Can you refer me toward its calculation? No good results from Google.

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    $\begingroup$ Thank you for your contribution. I am asking for the VIX Flip calculation, which is different from the index VIX. I can get the historical VIX values from yahoo or google, and don't need to calculate it. However, VIX Flip data is not available online. $\endgroup$ – QFi Mar 5 at 3:13
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    $\begingroup$ They are calling it VIX Flip, however it has the same behavior as the VIX but not the same values though. I plotted the VIX and the SMA 26, and it gives me the information that I was looking for. The values don't mind me here. The website helped me to learn something new though haha. Thank you $\endgroup$ – QFi Mar 5 at 5:00
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    $\begingroup$ Never heard of this and as long as it is unclear how it is calculated it is next to worthless. This site tries to sell you some stuff, it seems like some "if you buy my stuff, I'll make you rich"... red flags all over... $\endgroup$ – vonjd Mar 5 at 9:03
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This indicator seems to be similar to William's Vix Fix which is also known as Synthetic Vix.

On plotting the values of Vix Fix, the monthly chart of the S&P 500 looks similar to the chart given in the link shared by you.

Formula: VIX Fix = (Highest (Close,22) – Low) / (Highest (Close,22)) * 100

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  • $\begingroup$ The WVF is actually a great indicator as you initially calculate it based on the SPX, to see how good it replicates the VIX. But then, its biggest advantage, I see here, is that you can use to measure the investors sentiment on individual stock. Good point! $\endgroup$ – QFi Mar 13 at 15:40
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It seems that you can only get access to it through paying the people that came up with it.

I, for one, am not buying it and not linking to them either. I recommend you do the same.

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