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A new start for T2108 - using data mining/machine learning to refine trading rules $
Thanks for the link, I will study your method in more detail. Why do you trade the VXX, which is an awfully convoluted ETF.
Alternatives: VIX futures and options.
Thanks. Looking forward to your feedback. I am all ears to alternatives on VXX. I truly hate it but reached a "detente" by hedging options.
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