Introduction
  • Background and course overview
Understanding VIX Futures pricing structure
  • Instruments to trade Volatility
  • Concepts on VIX pricing Structure
VXX Strategy background
  • The Trading Approach
  • Optimization tests and Trade Rules (Plain Vanilla)
VXX Trading Rules
  • Advanced Trading Rules
  • Hedging Strategy
Entering a Trade / Results
  • Entering a Trade
  • Live trade results
  • Update Live Trade Results (End Dec 17)
  • Update Live Trade Results (May 18)
UPDATE: 2018 Backtests - Strategy consistency analysis in high volatile year
  • Backtest 2018
UPDATE: 2019 Backtest - Strategy consistency proven!
  • 2019 Backtest
BONUS SECTION: ThinkorSwim Indicators
  • Course pdf supporting document
  • Contango level
  • IV Rank