Py

Thomas Chang

Quant

702

Backtests

24

Comments

6

Discussions

11

Public Algorithms

Experience points

909


Date Joined

3rd November, 2015


BootCamp Progress

% Complete

% Solution Opened

% Incomplete


Activity


Thomas left a comment on A simple VIX Strategy

With UVXY? You will short it or long it?

2 years ago


Thomas left a comment on A simple VIX Strategy

@Petter,>>you could lose 100% of your investment overnight in some extreme circumstance...Yes....

2 years ago


Thomas left a comment on A simple VIX Strategy

But I notice no matter you use the .Close or .Open, the returned VIX is always the Close. This is so...

2 years ago


Thomas left a comment on A simple VIX Strategy

@Alex,Ok, I think I figured out the delay. One has to use the following code to get the VIX except u...

2 years ago


Thomas left a comment on A simple VIX Strategy

@Alex,I am not sure if there is a "prediction bias" in your algo, excatly to say in your V...

2 years ago