Momentum trading – guidance for practical implementation. Strategy backtest and trading metrics.

Last update February 26, 2020 Trading idea – every month on the last trading date, the close price for each tradable instrument is under testing observation to define the % of deviation from the price at the start of Timing period (3 months for given trading strategy). The instrument that was able to demonstrate the …

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 …