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Feel free to improve the strategy and let me know, if you do.
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Tadas Talaikis
Michael Handschuh
Reuben
Nick Binder
Ian hamilton
Sri Vanama
Sri Vanama
Dave Smith
does your strategy tester take account of the frequently happening 5 times inverse splits/splits that happen on UVXY? thanks
Egor Pavlikhin
Your code uses incorrect data for backtests and mostly profits from overnight decay of UVXY, which bears huge risks.
Here is the realistic version of this strategy (close at the end of day and trade on real prices).
Sri Vanama
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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