Hi guys,
This is a strategy for those who want more action :)
Uses VXX short/long - half of the time holding period is few hours, other times sells next day MarketOnOpen
I used 1000,000 as starting capital to overcome VXX, but in now days you can trade with few thousands.
If you want to trade it, check your brokers fees.
A word of caution: minutes data are different for different providers and sometimes sells on Open, so who knows what happens in real world.
Thamks
Nik
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VXX Intraday Strategies
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
There is leftover code in the algo from different experiments I did.
The important is what is checked in "If statements" in IsEntry and IsExit. You can try to simplify the code by removing unimportant code (as long as result is the same).
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Hi Nik,
I am new to quant, may I ask you why select VXX for intraday trading?
Which kind of asset is most appropriate for intrady trading ?
Thanks very much :)
Kevin
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Hi,
many thanks for sharing.
For a newbi like me extremely interesting.
Could i observe the ongoing performace of your trading system on my own on the platform?
Could i exchange the the chosen intreument VIX against other instruments (eg sp500, daxx30 or eurusd forex pair?
I appreciate your support.
Kind regards,
Frank
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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