RobinHood Vix Mix

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RobinHood Vix Mix

edited Apr 17, 2017

I cloned this from Charles Witt's original post and Algo, in this thread.

I got really enthused about what I was learning here in the Quantopian Community Forums, and wrote a Medium blogpost called Hacking 8 Algos, which tells the story of my growing affinity and aptitude for democratized quant finance. I refer to this algorithm, and how I cloned and tested it, and initiated paper trading in early April. I try to ascribe appropriate credit where possible — and may be in error, or have forgotten you. If so, please advise. I encourage all feedback (negative and positive) and discourse!

I am also working on a new post, with 5 more algos and strategies. All thoughts welcome.

11 responses

Charles Witt

Jul 17, 2017

@Robb Miller
My latest iteration is probably much improved over this one. It is at Robin Hood VIX Mix Rogue Trader
I must give much credit to the Quantopian staff and community. To be sure, there is a lot of crowd sourcing in my algos.
There is plenty of risk, so continue to be cautious with your money!

If you just wanna dip your toes in the water, maybe consider XIV Shotgun algo, which is not my algo.

Peter Bakker

Feb 12, 2018

I'm trading a bastardized version of this algo and It survived last Monday. I had some other algo trading that didnt do so well, but that's life ;)

Rich Burke

Feb 13, 2018

Thanks for the post Peter - -

Quick question - how are you handling nokoUrl = 'http://173.212.203.121/noko.csv' ?

Peter Bakker

Feb 13, 2018

yes and it had an error a few days ago as the input changed a bit. I rewrote it and put it in a daily cron so it should be more reliable now. if you want it on your own server, this is the script to publish it to your own server:

def create_vixstructurefile():  
    with open('/var/www/html/noko.csv','w') as f:  
        pd.read_html("http://vixcentral.com/historical/?days=3000",parse_dates=True, header=0, index_col=0)[0][:-1].to_csv(f)  
        f.close()  
    print "Created new VIX structure file at '/var/www/html/noko.csv'"