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)
Backtesting the Implied Volatility Strategy - A Deeper Dive (10/03/16)
/
Post Outline
- Strategy Summary
- References
- 4-Week Holding Period Strategy Update
- 1-Week Holding Period Strategy Updated (Target Leverage=2)
- Deep Dive into the Weekly Strategy using Quantopian's Pyfolio
- Strategy Concerns
