VXX, VXXB inverse trading : strategy details and backtest

Trading stat actual on 14/04/2019 The main idea that stands behind of volatility selling is that risk usually always overestimated and the price of the insurance as result is overpriced as well. Another rule is that far standing event will be usually associated with more risk, then near standing one. This is fundamental reason why …

Value investing in Oil and Gas pipeline industry. Traditional equities investments backed by infrastructure vs IT sector.

Dear followers and subscribers starting of the year Oil@Gas pipeline value based portfolio delivered positive result +21.51%. To get calculation details please refer to following link: https://docs.google.com/spreadsheets/d/16OmTMNW-21n2HEhoj_RpFvvWNO1YDpPYn6OX5qrd-Eg/edit?usp=sharing Trading strategy idea, backtest and comparison. From entire of investments alternatives most of all I prefer midstream Oil and Gas infrastructure because it will never lose its meaning …

Value based investments in Oil and Gas industry: practical guidance to outperform SPX500 return

Link to calculation sheets: https://docs.google.com/spreadsheets/d/15w4aqCoAe6X9rdpqhC4jo0w8n5CAkGinBMCUxkbWQrw/edit?usp=sharing Now as humankind coming into fourth Technological revolution, the old school of oil investment, which created a fortune for a few generations of wealthiest people in 20th Century in the first half of it, but in our days loses its ground. Oil, gas, steel and all that are created the …

GAP strategy using NASDAQ ETF QQQ: trading results and reasons of sustainable positive outcomes

In the prior post about the GAP strategies implementation as quantitative investments, we explored earlier SPY ETF (SPX500) as main instrument for GAP trading. Prior post caused high interest to this topic and I decided to extend this research and explain this phenomenon. From mathematical point of view, we can detect that Sum of GAPs …

Winter months and Natural gas price dynamic

As you may see from statistic below winter is bearish period in Natural gas trading. The issue is that price fluctuation do not reflect Backwardation that almost always coming into stage in wither months that make total negative return not so skewed to downside. My general assessment for Natural gas price for coming 2 years …

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