Engineering Alpha

Engineering Alpha

Use This Strong VIX Trading Strategy

Creating and Back-testing a Reversal Strategy on the VIX

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Dec 22, 2023
∙ Paid

This article presents the VIX as a contrarian sentiment indicator and shows how to create and back-test a strategy based on its values. 

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