STA Monthly Meeting - September 2017
Trevor Neil, BETA Group: VIX Pop Trading
Trevor Neil will present the VIX Pop Trading Method. This method uses spikes in the VIX to generate buys in the S&P. While this is a known trading method, but the practical problem is defining the VIX spike itself. Trevor uses two timeframe Bollinger Bands and a reversal trigger. It is a system and has a trailing exit. The full system testing results will be shown. The method was created using modern development and testing software. This method with these parameters was first shown at the 2015 IFTA conference. We can see the results at the time. We can now do a true walk forward test and study the performance since then and determine if it is genuinely a robust method. All rules and code will be made available to those interested.
Registration is required if you wish to claim CPD points.
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