Sykes and his colleagues baffle me. I spent many weeks on Quantconnect backtesting his strategies (to the extent he explains them) and they all...
The Vix is mean reverting. Here is a simple system, drafted in Python, which buys Vix Puts when the Vix is over 40 and buys Vix Calls when the Vix...
A Simple Mean Reversion System I have back tested and traded relatively simple systems using daily data for almost 20 years now. For many years I...
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