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Showing content with the highest reputation on 07/08/13 in all areas

Easy Volatility Investing (paper / trading strategies)

Hi Guys, For those who are interested, there's an actually a following of the backtest of the VRP strategy here, with some responses from the author of the original paper, https://www.quantopian.com/posts/system-based-on-easy-volatility-investing-by-tony-cooper-at-double-digit-numerics Also an implementation that hedges VXX/XIV with SPY since there's correlation there, Best, PC
- July 8, 2013
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