I am happy to announce that Trevor Neil will be presenting my “VIX Timing for SP500” at the next STA meeting in London.
I wrote the strategy for the IFTA conference in Tokyo and published it on this site It performed well, and now it is on Trevor to use it for educational purposes and spread the word about the advantages of algorithmic trading.
“Trevor Neil will present the VIX Prop Trading Method. This method uses spikes in the VIX to generate buys in the S&P. While this is a known trading method, but the practical problem is defining the VIX spike itself. Trevor uses two timeframe Bollinger Bands and a reversal trigger. It is a system and has a trailing exit. The full system testing results will be shown. The method was created using modern development and testing software. This method with these parameters was first shown at the 2015 IFTA conference. We can see the results at the time. We can now do a true walk forward test and study the performance since then and determine if it is genuinely a robust method. All rules and code will be made available to those interested.
TREVOR NEIL, BETA
Trevor Neil has been a trader for over 40 years and technical analyst for more than 30. He is a past board member of the STA and runs BETA Group, which gives market timing skill seminars to institutions internationally.”
Trevor, I wish you all the best for you speech!