VOCS ONG SPX 0DTE Trade Study

[JerseyJIm]

This seems to still be a work in progress, but is interesting.

Exploration on VicIF

Ok recently I'm doing quite alot of exploration, backtest and discussions around this VicIF strategy. So I just want to throw a post on this, gather all the information thus far. It's probably gonna be a messy post with all sorts of data, afterall this is what exploration is all

www.vocsong.com

 

[DaveN]

This is interesting work, @JerseyJIm. I appreciate Vocs' approach to iterate through the trade logs and refine the testing. That's such a critical and usually overlooked process by most users of backtesting software. Understanding edge cases, and testing the tests...

Thanks for sharing!