I backtested it from Mar 2004 - Oct 2011. Been running it live since then. But yes, I am a "noob". Gotta start somewhere man.
-Automated backtest. In the sense that I came up with the criteria and then ran it against past data to see what the cumulative results would be....
Backtested a trading system that trades an index only three ways, 100% long, 0% (out of market) or 100% short from 2004-2011. This system returned...
I was curious if anyone here knew what the trading costs were to set up an OTC note on a semi-weekly basis around an index. Just looking for a...
They don't follow the spot VIX, they follow the 1m VIX futures - so they will not follow the VIX. They also suffer/profit from...
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