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| README.md | ||
Put / Call Ratio Highs and Lows
The idea for these strategies comes from chapter 9 of How Markets Really Work (2012) by Larry Connors.
As with most of the strategies from this book, they are meant to illustrate certain characteristics of the market rather than be traded directly.
The strategies are based on the Put / Call Ratio indicator which calculates the total put options volume divided by the total call options volume.