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Inverting The RSI and VIX Strategy

About the Author Jeff Swanson

Jeff is the founder of System Trader Success - a website and mission to empowering the retail trader with the proper knowledge and tools to become a profitable trader the world of quantitative/automated trading.

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  • Marco says:

    Hello Jeff! I would like to ask you if you tested a posizion sizing using 2500 dollaro. I mean if you have already optimized it or not. I remember of testing a reversion system, very simple and this number worked for many versions of it.

    http://nightlypatterns.wordpress.com

    • Jeff Swanson says:

      No, I’ve not tested or optimized any position sizing method on these models. They need work first before I would test a position sizing model.

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