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Volatility Strategy 01

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a quantitative volatility strategy (especially effective in trend direction on the 15min chart on the s&p-index)

the strategy is a rule-based setup, which dynamically adapts to the implied volatility structure (vx1!–vx2!)
context-dependent mean reversion strategy based on multiple timeframes in the vix index

a signal is provided under following conditions:

1. the vvix/vix spread has deviated significantly beyond one standard deviation
2. the vix is positioned above or below 3 moving averages on 3 minor timeframes
3. the trade direction is derived from the projected volatility regime, measured via vx1! and vx2! (cboe)
syot kilat

Penafian

Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.