VRP

Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure

Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
HSLV.py		HSLV.py
LSLV.py		LSLV.py
LSV.py		LSV.py
README.md		README.md
Vol Strats.pdf		Vol Strats.pdf

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