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1. How to Trade VIX – Wall Street’s Fear Index
2. VIX: What Is It, And How To Use It Correctly

How to Trade VIX – Wall Street’s Fear Index

In fact, how can one even determine the robustness of these results? A common method of doing so is subsampling the daily returns of the strategy to see whether or not such a system can profit without a few large wins or was unlucky with a major drawdown.

A histogram of sub simulations of the strategy are shown here. Further statistics from QuantConnect demonstrate the robustness of the strategy. The strategy has a Profit-Loss ratio of 4.

The Probabilistic Sharpe Ratio is the most important statistic of the three: it is the probability that the Sharpe Ratio of the strategy is greater than 1. These are clear indicators of alpha found in this strategy. Compared to variant A, this strategy did not perform as well in aggregate over the time period, but had more consistent returns after a major gain in March This final strategy variant essentially shows up on the opposite spectrum of the first two: this strategy did not receive a large profit in March , but did recover over the course of the year as volatility decreased.

A comprehensive yet simplified guide to the complex world of options investing and risk management Before …. Important insights into effective option strategies In The Complete Guide to Option Strategies, top-performing commodity trading …. Design more successful trading systems with this practical guide to identifying alphas Finding Alphas seeks to ….

VIX: What Is It, And How To Use It Correctly

Learn the ins-and-outs of options trading with clear, practical guidance Essential Option Strategies is an introductory …. Skip to main content. Market volatility, volume, and system availability may delay account access and trade executions. Past performance of a security or strategy does not guarantee future results or success. Options are not suitable for all investors as the special risks inherent to options trading may expose investors to potentially rapid and substantial losses.

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