Error in the VIXY strategy

Options & Futures
1

Course Name: Advanced Options Volatility Trading: Strategies and Risk Management, Section No: 12, Unit No: 14, Unit type: Quiz

Hello,

Just to warn you there is a big mistake in the notebook for trading VIXY using, you drop NA values for VIX after applying rolling percentile but dont reindex the VIXY so you use future values of VIX to generate signals on past value of VIXY

2

Thank you, ANthony Makarewicz, for brining this to light. We acknowledge this needs a correction and we are working on it.