Hi all,
I am trying to research/test my trading ideas originated from my experiences in fundamental investing. The rules are like this:
1. Decrease my portfolio's market exposure/leverage when VIX futures is trading in backwardation.
2. Increase my portfolio's market exposure/leverage when VIX futures is trading in contango.
The problem is, I am really rusty in coding, havent done much since I got out of college. Where can I find some good sample codes that does similar things for reference?