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Egor Pavlikhin

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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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4 years ago


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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4 years ago


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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4 years ago


Egor's Badges

Backtester

User has made 100+ Backtests

Unlocked: 05-04-2020

C# Programming

Prefer C# Programming Language

Unlocked: 03-09-2020