C#

StefanJ

Quant

8,243

Backtests

13

Comments

4

Discussions

13

Public Algorithms

Experience points

2,722


Date Joined

29th November, 2016


BootCamp Progress

% Complete

% Solution Opened

% Incomplete


Activity


StefanJ left a comment on Algo: Beer Money 1.0.0

I run market making on crypto exchanges. Backtesting results are usually off. I am quite sceptical o...

7 months ago


StefanJ left a comment on VIX Future Data Available!

Awesome. Thank you!

9 months ago


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

I believe they are difficult to short. A short-and-hold on the TVIX would also produce massive gains...

3 years ago


StefanJ left a comment on London Breakout Strategy

Thanks for the update. No real inconvenience encountered :)

3 years ago


StefanJ left a comment on London Breakout Strategy

Hi JaredThanks for the advice. I'll see if I can update the algorithm to take volatility and vol...

3 years ago



StefanJ's Alpha Streams

Directional Volatility Alpha

Alpha indicates daily directionality for volatility by signalling long UVXY or SVXY. There is moment...

Accuracy

Open



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