ninjatrader/strategies/connors-vix-reversals
2024-11-13 07:10:19 -08:00
..
strategy-1
strategy-2
strategy-3 Compare current low of VIX to previous day's 10-day moving average 2024-11-13 07:10:19 -08:00
README.md

Connors VIX Reversals

These strategies were taken from chapter 2 of Connors on Advanced Trading Strategies (1998).

There are 3 variations of VIX reversal strategies outlined in the book: