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VIX Put Call Ratio

There was an interesting article from CBOE about trading off the put call ratio for the VIX. i tried to implement the code but it appears there is a problem since no trading is occurring. Can someone please provide assistance?

http://www.cboe.com/publish/oicommentary/rr_11_24_11.pdf

Thanks,
Joe

2 responses

Hello Joe,

I wondered if the column name was an issue so I cloned the data to githib and made a couple of changes. I'm not entirely sure what the problem was.

P.

Thanks Peter! I guess for whatever reason my dropbox file wasnt getting processed correctly.