Largecaptrader.com

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Fun with Leverage

• March 11, 2015 • Leave a Comment

Posted in Performance, Python, Strategy
Tags: #Algo, #BackTest, #Sharpe, #SharpeRatio, #TradingStrategy, #UVXY, Python, Trading, VIX, Volatility, VXX, XIV


VIX ETP Performance in 2014

• January 5, 2015 • Leave a Comment

Posted in Research, Strategy, Volatility
Tags: #BackTest, #ETF, #ETN, #UVXY, #YTD, SVXY, Volatility, VXX, XIV


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