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...

5 months ago

StefanJ left a comment on VIX Future Data Available!

Awesome. Thank you!

7 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