This is the third part in a series describing how to approach the creation of a new trading strategy, including everything from idea generation, universe selection, data generation, proper in/out of sample testing, necessary considerations before live trading and the eventual big decision: do I want to trade that? The first posts can be found … Continue reading The birth of a strategy pt. 2 – extending VXX history and other data concerns
Continuing from the last post and the overwhelming response (thanks bitfool), the "Birth of a Strategy" series will focus on developing a strategy based on volatility related products (ETFs and ETNS). As it is not as of a hot topic like in 2014/early 2015 anymore, in this first part of the series we will take a … Continue reading The birth of a strategy pt. 1 – what is this volatility and where can I buy it?