Igor Rivin

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

"By the way, I backtested the strategy all the way to April 7 2017, and the Sharpe from Aug 1 2016 to..."

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4 years ago


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

"Thanks, good to know! Their API is a lot cleaner than IB's, so it would be nice if it worked... ..."

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4 years ago


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

"What's the story with Tradier? They have fixed commissions, and used to have a relaationship wit..."

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4 years ago