Fear and Greed Revisited - Backtesting a VIX Spike Trading Strategy with Python
Offered By: Part Time Larry via YouTube
Course Description
Overview
Explore a Python-based backtesting approach for a VIX spike trading strategy in this informative video. Learn how to implement and evaluate a hypothesis that buying opportunities arise when the VIX surpasses 35. Discover the profitability of purchasing stocks during periods of heightened market fear. Compare two selling strategies: one based on VIX threshold drops and another that involves holding positions indefinitely while adding cash between spikes. Gain insights into strategy class creation, trading implementation, backtesting execution, and the risks of overfitting. Analyze the effectiveness of a "never sell" approach in this data-driven exploration of fear and greed in the stock market.
Syllabus
Introduction
Strategy class
Trading strategy
Running the strategy
Overfitting
Never Sell
Taught by
Part Time Larry
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