ProShares Trust Ultra VIX Short Term Futures ETFArca
Beschreibung
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A modification of my leveraged ETF algorithm. Giving out for free because it's a sloppy algorithm, and I personally use a much more refined algorithm developed by someone much smarter than me.
Thanks for the share. Willing to share the "refined" one that you use? or at least who created it? I'm going down my own rabbit hole, coding strategies for volatility products