Recent content by marshg

Not easy/time consuming for me, which is why I posted on Upwork

It's a bit hard to say exactly, as there are limitations of the website (can only see results when moves above SMA), but seems pretty clear that the risk is higher holding SPY when the VIX is above 7 and 20 day SMA and sharpe ratio and sortino ratio better when VIX is below both. I'm having...

happy to leave $ left over--as if I have a choice :- )

yes

thanks; only charts I have is looking at Yahoo and ran #s on PortfolioVisualizer, which shows positive results (great website, btw if you aren't familiar with it). Have you done any trading based on VIX SMA indicators? If so, with positive results?

I ran #s on PortfolioVisualizer, which shows positive results (great website, btw if you aren't familiar with it). Have you done any trading based on VIX SMA indicators? If so, with positive results?

I ran #s on PortfolioVisualizer, which shows positive results (great website, btw if you aren't familiar with it). Have you done any trading based on VIX SMA indicators? If so, with positive results?

clever :-)

no, because I'm rusty and put in the wrong place (technical) initially and am embarrassed to say that I couldn't figure out how to fully delete it. If you can tell me how to delete the first one, will happily.

Hi: I'm using a VIX cross over (20 day and 7 day) to buy or sell the SPY. Ideally, I wouldn't be trading it a lot, but at times the trigger is hit and then VIX bounces above and below the cross over point. Would love to hear your experience about the best way to handle this without bouncing...

true that, but it seems it can be tamed somewhat by using VIX/VXV levels as a brake

sorry for the delay in responding. I'm trading at Interactive Brokers

I'll ck it out, though I'm trying to avoid a learning curve. I'd rather hire someone to do the work. As I see this as a mostly one-off set up. thanks

Hi: I'm interested in being able to make automated trades based on the ratio between the VIX and VXV indexes? Is that possible? For example when ratio is less than 1, to buy [or sell] VXX or similar etfs. Is that possible to do [or something similar] in an automated way? Ideally, I'd add in...