Andrii MudrakHow to use ARMA models to trade volatility: using SciPy’s evolutionary algorithm to find the best…ARMA models are suited for volatility trading and outperform all of our previously tested volatility forecasting modelsOct 2, 20201Oct 2, 20201
Andrii MudrakBacktesting the Discrete Volatility Model for VXX Trading — a Comparison of HISVOL ModelsWelcome to the second article of our article series where Michael and I explore volatility trading strategies! Today, just as in our last…Sep 14, 2020Sep 14, 2020
Andrii MudrakHere Is Why You Shouldn’t Forecast The VIX For A VXX Trading Strategy — A Backtest On Volatility…This is the first article of the article series where we (Michael and I) will give you our take on how you can, how you should and how you…Aug 11, 2020Aug 11, 2020