Group Mentoring: Volatility Term Structure Filtering

Download the Tradestation workspace here {6 total data series, SPX, V9, V30, V3M, V6M, V1Y} Inputs: Model(1); Vars: V9D(0), V1(0), V3(0), V6(0), V12(0); V9D = c data2; V1 = c data3; V3 = c data4; V6 = c data5; V12 = c data6; If Model = 0 then Begin If V9D < V1 then buy …

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