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A New Volatility Trading Strategy — Full Guide in Python.

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A New Volatility Trading Strategy — Full Guide in Python.

Creating a Simple Volatility Indicator in Python & Back-testing a Mean-Reversion Strategy.

Sofien Kaabar, CFA
Feb 9, 2022
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A New Volatility Trading Strategy — Full Guide in Python.

abouttrading.substack.com

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 use…

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