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Re: maxluke1 post# 98005

Friday, 06/03/2022 12:19:12 PM

Friday, June 03, 2022 12:19:12 PM

Post# of 129715
Basically this is a raw strategy based on historical volatility. It's Long only biased as the market is the same over time. The premium data vendor (Norgate Data) I am using is going back 27 years. I could pay to go further back, to capture the 1970's (ie inflation) but it wouldn't trade 100's of times to give a more robust sample.

It's more of a "circuit breaker" for my individual trading.

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