A Simple Ensemble Model for Trading Volatility

The trading signals emanating from dark pools’ trading in VIXY continue to perform beautifully.  Were that not enough, the same long/short entries and exits are marked by the TD D-Wave + Combo overlay.

Sweet.

(The most recent vol signals have been on SELL … but a TD Sequential Buy Countdown is in process.)

Download image of database here.

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Reference

A Novel Argument for Ensemble Models in Quantitative Trading