Looking to build strategy using VIX and VXV - Is it possible to get this daily data
New User - Looking to build strategy using VIX and VXV - Is it possible to get this daily data
Here are some links to get you started:
https://www.quantopian.com/posts/function-like-history-but-for-fetch-csv-data https://www.quantopian.com/posts/which-algorithms-did-well-during-the-aug-2015-correction
You can also try Google searches such as:
site:http://quantopian.com vxx
Hi Miles, there's a number of VIX algos floating around quantopian and the quant blogosphere. We've collected a bunch on the quantapolis.com wiki - see the Volatility selling section.
wow Origin! Your wiki post should be like a sticky in the community page ... never saw it before - thanks.
Miles - check out link below and attached which should get you started on obtaining daily data
https://www.quantopian.com/posts/which-algorithms-did-well-during-the-aug-2015-correction
VXX XIV by Mr. Bakker (check out his other posts also)
also attached another Mr. Bakker algo which uses VIX or WVF as signals but trades SPXS (his original also is somewhere in this forum - I changed quite a bit in the below so quite different from his original)
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