how would you do this: https://quantstrattrader.wordpress.com/2014/11/03/seeking-volatility-and-leverage/
with quantopian? I would like to simulate a 3x SPY and TLT from 2000
how would you do this: https://quantstrattrader.wordpress.com/2014/11/03/seeking-volatility-and-leverage/
with quantopian? I would like to simulate a 3x SPY and TLT from 2000
I don't have the patience to work through the reference you provided, so perhaps you could summarize what is needed. I've attached an algo that simply buys SPY at 3X leverage. Is that what you need?