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Trading the Odds’ Optimized VRP Strategy
This is a test of another “Volatility Risk Premium” (VRP) strategy from the always excellent Trading the Odds (1). The strategy is similar to the Brute Force VRP, DDN’s VRP, and original TTO’s VRP...
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VIX Trading Strategies in March
We’ve tested 23 simple strategies for trading VIX ETPs on this blog (separate and unrelated to our own strategy). And while I can’t speak for all traders, based on all of my readings both academic and...
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VIX Trading Strategies in April
We’ve tested 23 simple strategies for trading VIX ETPs on this blog (separate and unrelated to our own strategy). And while I can’t speak for all traders, based on all of my readings both academic and...
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VIX Trading Strategies in May
We’ve tested 23 simple strategies for trading VIX ETPs on this blog (separate and unrelated to our own strategy). And while I can’t speak for all traders, based on all of my readings both academic and...
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VIX Trading Strategies in June
We’ve tested 23 simple strategies for trading VIX ETPs on this blog (separate and unrelated to our own strategy). And while I can’t speak for all traders, based on all of my readings both academic and...
View ArticleClik here to view.
VIX Trading Strategies in July
We’ve tested 23 simple strategies for trading VIX ETPs on this blog (separate and unrelated to our own strategy). And while I can’t speak for all traders, based on all of my readings both academic and...
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Godot Finance’s Mojito 3.0 Strategy
This is a test of Mojito 3.0, a strategy from Godot Finance for trading VIX ETPs like XIV and VXX. The always entertaining John Orford briefly discussed a previous version. This latest iteration is...
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VIX Trading Strategies in August
We’ve tested 24 simple strategies for trading VIX ETPs on this blog (separate and unrelated to our own strategy). And while I can’t speak for all traders, based on all of my readings both academic and...
View ArticleClik here to view.
VIX Trading Strategies in September
We’ve tested 24 simple strategies for trading VIX ETPs on this blog (separate and unrelated to our own strategy). And while I can’t speak for all traders, based on all of my readings both academic and...
View ArticleClik here to view.
VIX Trading Strategies in October
We’ve tested 24 simple strategies for trading VIX ETPs on this blog (separate and unrelated to our own strategy). And while I can’t speak for all traders, based on all of my readings both academic and...
View ArticleClik here to view.
VIX Trading Strategies in November & December
We’ve tested 24 simple strategies for trading VIX ETPs on this blog (separate and unrelated to our own strategy). And while I can’t speak for all traders, based on all of my readings both academic and...
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