Testing a New Model: Trading the SP500 Spyders (SPY) along with CBOE’s Volatility Index ($VIX.X)

by Administrator on January 29, 2010

We are starting to test out a new model based on trading the SP500 Spyders (SPY) along with CBOE’s Volatility Index ($VIX.X) with the BAM Pair Trading Strategy and wanted to share some of the testing results so far.  Still working on the settings (the results are just the base settings, so perhaps it can be improved upon).

Here’s an example of the results:


We will keep everyone posted on the results and would appreciate any feedback.

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