Egor Pavlikhin

Quant

107

Backtests

3

Comments

0

Discussions

1

Public Algorithms

Experience points

309


Date Joined

10th December, 2016


Activity


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...

2 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...

2 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...

2 years ago