moshferatu/ninjatrader
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add description to VIX Above and Below Moving Average strategy documentation

Browse Source
This commit is contained in:
moshferatu 2024-11-23 06:16:00 -08:00
parent 46ae16ef73
commit 6966d15cc3
1 changed files with 4 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
strategies/vix-above-and-below-moving-average/README.md
View File

@ -1,3 +1,7 @@
# VIX Above and Below Moving Average # 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.
--- ---