Egor left a comment on Intraday Mean-Reversion Strategy (TVIX - VXX )

"Jared, comission and slippage are usually not calculated correctly, plus price movements, while iden..."

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7 years ago

7 years ago

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Egor left a comment on Intraday Mean-Reversion Strategy (TVIX - VXX )

"You are not using RAW prices, but adjusted prices, that's why you are getting these returns. Loo..."

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7 years ago

7 years ago

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Egor left a comment on 5 minute Short only $UVXY on 20/5 MA cross over - ...

"Your code uses incorrect data for backtests and mostly profits from overnight decay of UVXY, which b..."

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7 years ago

7 years ago