A New Volatility Trading Strategy — Full Guide in Python.
Creating a Simple Volatility Indicator in Python & Back-testing a Mean-Reversion Strategy.
Trading is a combination of four things, research, implementation, risk management, and post-trade evaluation. The bulk of what we spend our time doing is the first two, meaning that we spend the vast majority of the time searching for a profitable strategy and implementing it (i.e. trading). This article deals with a risk indicator that can also be used to give out trading signals.
I have just published a new book after the success of New Technical Indicators in Python. It features a more complete description and addition of complex trading strategies with a Github page dedicated to the continuously updated code. If you feel that this interests you, feel free to visit the below link, or if you prefer to buy the PDF version, you could contact me on Linkedin.
