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Public Backtests (3)
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View MoreIgor left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
Thanks, good to know! Their API is a lot cleaner than IB's, so it would be nice if it worked......
Igor left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
What's the story with Tradier? They have fixed commissions, and used to have a relaationship...
1221Tradeable Dates
1216Tradeable Dates
1028Tradeable Dates
Igor left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
By the way, I backtested the strategy all the way to April 7 2017, and the Sharpe from Aug 1 2016...
Igor left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
Thanks, good to know! Their API is a lot cleaner than IB's, so it would be nice if it worked......
Igor left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
What's the story with Tradier? They have fixed commissions, and used to have a relaationship...
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Igor left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
By the way, I backtested the strategy all the way to April 7 2017, and the Sharpe from Aug 1 2016...
7 years ago