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.
Reference
A Novel Argument for Ensemble Models in Quantitative Trading