Quantified Strategies – 3 Volatility Strategies
This bundle consists of three strategies that can be labeled volatility trading strategies. The idea and logic work in a variety of assets.
In all our bundles you will find both Amibroker code, Tradestation code, and the strategy written in plain English. The strategies are long-only due to the nature of the index.
2 strategies are not published anywhere on our website
These strategies are long-only due to the nature of the index backtested.
What You’ll Learn In 3 Volatility Strategies?
Volatility strategy 1
Strategy and performance metrics:
- #trades: 202
- Average gain per trade: 0.92%
- CAGR: 6.2%
- Time spent in the market: 10%
- Max drawdown: 23%
- Risk-adjusted CAGR: 62%
- Win rate: 82%
- Max consecutive losers: 3
- Max consecutive winners: 13
- Profit factor: 2.6
- Sharpe Ratio: 2.3
Volatility strategy 2
Strategy and performance metrics:
- #trades: 296
- Average gain per trade: 0.77%
- CAGR: 7.8%
- Time spent in the market: 14%
- Max drawdown: 16%
- Risk-adjusted CAGR: 54%
- Win rate: 76%
- Max consecutive losers: 4
- Max consecutive winners: 11
- Profit factor: 2.7
- Sharpe Ratio: 2.3
Volatility strategy 3
Strategy and performance metrics:
- #trades: 252
- Average gain per trade: 0.,8%
- CAGR: 6.8%
- Time spent in the market: 9%
- Max drawdown: 15%
- Risk-adjusted CAGR: 72%
- Win rate: 79%
- Max consecutive losers: 2
- Max consecutive winners: 14
- Profit factor: 2.9
- Sharpe Ratio: 2.7
More courses from the same author: Quantified Strategies
DELIVERY POLICY:
When will I receive my course?
You will receive a link to download your course immediately or within 1 to 21 days. It depends on the product you buy, so please read the short description of the product carefully before making a purchase.
How is my course delivered?
We share courses through Google Drive, so once your order is complete, you’ll receive an invitation to view the course in your email.
To avoid any delay in delivery, please provide an Gmail and enter your email address correctly in the Checkout Page.
In case you submit a wrong email address, please contact us to resend the course to the correct email.
How do I check status of my order?
Please log in to TradingAZ account then go to Order Page. You will find all your orders includes number, date, status and total price.
If the status is Processing: Your course is being uploaded. Please be patient and wait for us to complete your order. If your order has multiple courses and one of them has not been updated with the download link, the status of the order is also Processing.
If the status is Completed: Your course is ready for immediate download. Click “VIEW” to view details and download the course.
Where can I find my course?
Once your order is complete, a link to download the course will automatically be sent to your email.
You can also get the download link by logging into your TradingAZ account then going to Downloads Page.
Reviews
There are no reviews yet.