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 use…