From 6966d15cc3bef3d67323cfbc1b329936a8fb8af3 Mon Sep 17 00:00:00 2001 From: moshferatu Date: Sat, 23 Nov 2024 06:16:00 -0800 Subject: [PATCH] Add description to VIX Above and Below Moving Average strategy documentation --- strategies/vix-above-and-below-moving-average/README.md | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/strategies/vix-above-and-below-moving-average/README.md b/strategies/vix-above-and-below-moving-average/README.md index f792843..1c80806 100644 --- a/strategies/vix-above-and-below-moving-average/README.md +++ b/strategies/vix-above-and-below-moving-average/README.md @@ -1,3 +1,7 @@ # VIX Above and Below Moving Average +The idea for these strategies comes from chapter 10 of [*How Markets Really Work*](https://moshferatu.dev/moshferatu/how-markets-really-work) (2012) by Larry Connors. + +As with most of the strategies from this book, they are meant to illustrate certain characteristics of the market rather than be traded directly. + --- \ No newline at end of file