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BLACKARBS LLC

BLACKARBS LLC: Profitable Insights into Capital Markets

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Profitable Insights into Financial Markets

BLACKARBS LLC
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December 31, 2016

Backtesting the Implied Volatility Long/Short Strategy (12/31/16)

December 31, 2016/ Brian Christopher
Backtesting the Implied Volatility Long/Short Strategy (12/31/16)

Post Outline

  • Strategy Summary
  • References
  • 4-Week Holding Period Strategy Update
  • 1-Week Holding Period Strategy Updated (Target Leverage=2)
Read More
December 31, 2016/ Brian Christopher/ 8 Comments
Quant, Research, Python
IV, SKEW, derivatives, Long Short, market neutral, Implied Volatility, options, quantopian
December 06, 2016

Backtesting the Implied Volatility Long/Short Strategy (12/06/16)

December 06, 2016/ Brian Christopher
Backtesting the Implied Volatility Long/Short Strategy (12/06/16)

Post Outline

  • Strategy Summary
  • References
  • 4-Week Holding Period Strategy Update
  • 1-Week Holding Period Strategy Updated (Target Leverage=2)
Read More
December 06, 2016/ Brian Christopher/ Comment
Python, Quant, Research
IV, SKEW, derivatives, Long Short, market neutral, Implied Volatility, options, quantopian
November 16, 2016

Backtesting the Implied Volatility Long/Short Strategy (11/16/16)

November 16, 2016/ Brian Christopher
Backtesting the Implied Volatility Long/Short Strategy (11/16/16)

Post Outline

  • Strategy Summary
  • References
  • 4-Week Holding Period Strategy Update
  • 1-Week Holding Period Strategy Updated (Target Leverage=2)
Read More
November 16, 2016/ Brian Christopher/ 5 Comments
Python, Quant, Research
Implied Volatility, IV, SKEW, derivatives, Options, quantopian, Long Short, market neutral
October 26, 2016

Does Factor Rank Matter for the Implied Volatility Skew Strategy?

October 26, 2016/ Brian Christopher
Does Factor Rank Matter for the Implied Volatility Skew Strategy?

Post Outline

  • Strategy Summary
  • Results
  • Conclusions/Analysis
Read More
October 26, 2016/ Brian Christopher/ Comment
Python, Quant, Research
Options, quantopian, IV, Implied Volatility, SKEW, derivatives, Long Short, market neutral
October 18, 2016

Backtesting the Implied Volatility Long/Short Strategy (10/18/16)

October 18, 2016/ Brian Christopher
Backtesting the Implied Volatility Long/Short Strategy (10/18/16)

Post Outline

  • Strategy Summary
  • References
  • 4-Week Holding Period Strategy Update
  • 1-Week Holding Period Strategy Updated (Target Leverage=2)
Read More
October 18, 2016/ Brian Christopher/ Comment
Python, Quant, Research
Implied Volatility, IV, SKEW, derivatives, options, quantopian, Long Short, market neutral
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    • Retirement Algorithm
    • Cloud Automation-Python Development
    • 1on1 Code Tutoring
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  • About/
  • Terms and Conditions/

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