Commit Graph

21 Commits

Author SHA1 Message Date
d7e5a0c2f6 Add 1-2-3-4 scale-in backtest results for Vol Panics strategy 2024-10-07 06:36:26 -07:00
abcdc997b7 Update Vol Panics strategy documentation to include the total position size parameter 2024-10-07 06:26:12 -07:00
a762bdb0a1 Add 2-3-5 scale-in backtest results for Vol Panics strategy 2024-10-07 06:24:21 -07:00
d514eaaefd Trivial change to Vol Panics strategy documentation to clarify original strategy version backtest results 2024-10-07 06:19:22 -07:00
0cfc537ad3 Add 2-3-5 scale-in version of Vol Panics strategy 2024-10-07 06:17:47 -07:00
8d7c34a637 Trivial re-ordering of name and description parameters in Vol Panics strategy 2024-10-07 05:48:31 -07:00
00335d31c8 Remove unnecessary parameters from Vol Panics strategy 2024-10-07 05:47:20 -07:00
84b01e37a6 Add 1-2-3-4 scale-in rules to Vol Panics strategy documentation 2024-10-07 05:44:21 -07:00
93ba983cd3 Add 2-3-5 scale-in rules to Vol Panics strategy documentation 2024-10-07 05:42:20 -07:00
4de13c5225 Add parameter for enabling aggressive entries to Vol Panics strategy documentation 2024-10-07 05:33:42 -07:00
14389d9868 Update Vol Panics strategy rules to mention optional aggressive entry criteria 2024-10-07 05:32:25 -07:00
30b2ab630a Update /VX backtest results for Vol Panics strategy 2024-10-07 05:29:21 -07:00
c018efa526 Add optional aggressive second entry to Vol Panics strategy 2024-10-07 05:27:03 -07:00
3d94fb07ec Add note regarding short volatility to Vol Panics strategy documentation 2024-10-05 06:18:18 -07:00
8720ebf379 Add note regarding limited VXX data for Vol Panics strategy documentation 2024-10-05 06:16:56 -07:00
9689e2dc20 Add /VX backtest results for Vol Panics strategy 2024-10-05 06:16:18 -07:00
fc439958c5 Add parameters to Vol Panics strategy documentation 2024-10-04 06:22:19 -07:00
9f6e2cbfa5 Add rules to Vol Panics strategy documentation 2024-10-04 06:20:23 -07:00
4a0e6684f0 Add description to Vol Panics strategy documentation 2024-10-04 06:14:38 -07:00
9dd394e9bd Initial commit of Vol Panics strategy README 2024-10-04 06:10:42 -07:00
aaa2b341d6 Initial commit of Vol Panics strategy 2024-10-04 06:06:52 -07:00