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put/call ratio

Posted: Wed Jan 10, 2007 6:53 pm
by sams
Hello,

I checked the put/call ($PC-ST or $PCC-ST) chart on esignal to have a buy or sell signal for the e-mini future. But I found no buy or sell signal which make sense. Do anyone have experience with this "indicator" ($PC-ST or $PCC-ST).

regards sams

Posted: Wed Jan 10, 2007 9:26 pm
by Gert Frobe
try the $prem w/ TRO_SM_CONTROL_PMSM5 & TRO_PMSM_HL it will lead the SP by a few to 10 seconds but it will lead some of the larger underlinning stocks by 20 to 30 seconds when there is a big program buy going on to arb it.

Posted: Sun Feb 18, 2007 4:10 pm
by Oli
I am not convinced that put/call ratios are cash indicative anymore... I think everytime someone reads "pit bull" by Marty Schwarz they run off and add some sort of put/call ratio on their screens: my own testing over a few weeks was conclusively ambiguous!

If anyone else if sucessfully using put/call I'd also love to hear about it..

and from memory $PCCI-ST is the index options put/call which would, I'd guess, correlate better with ES