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ninjatrader/strategies/connors-vix-reversals
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moshferatu 9f9156bb99 Add SPY backtest results for Connors VIX Reversal 1 strategy
2024-11-10 06:05:58 -08:00
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strategy-1 Add SPY backtest results for Connors VIX Reversal 1 strategy 2024-11-10 06:05:58 -08:00
strategy-2 Add description to Connors VIX Reversal strategy READMEs 2024-11-09 06:08:06 -08:00
strategy-3 Add description to Connors VIX Reversal strategy READMEs 2024-11-09 06:08:06 -08:00
README.md Add links to Connors VIX Reversal strategy variations 2024-11-09 06:03:42 -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: