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osirisalgo
Joined
Jul 23, 2020
Connections
0
Erfahrung
Mehr als fünf Jahre
Standort
Croatia
Bio
Osiris
http://osirisea.com/index.php
Osiris Genesis | Low Volatility
Osiris Ragnarok | High Yield Reversion
http://osirisea.com/index.php
Osiris Genesis | Low Volatility
Osiris Ragnarok | High Yield Reversion
Handelsstil
Mean reversion applying a fixed risk model
The theory used in finance suggests that asset price volatility and historical returns eventually will revert to the long-run mean or average level of the entire dataset.
Yes, volatility does revert to its mean. This is true for both realized and implied volatility, which are of course closely related. Its official name is CBOE Volatility Index and it measures 30-day implied volatility of S&P500 options.
The theory used in finance suggests that asset price volatility and historical returns eventually will revert to the long-run mean or average level of the entire dataset.
Yes, volatility does revert to its mean. This is true for both realized and implied volatility, which are of course closely related. Its official name is CBOE Volatility Index and it measures 30-day implied volatility of S&P500 options.
Motto
⚒勝利は我々のものだ。今日と明日。⚒
Chart
Systems by osirisalgo
| Name | Gewinn | Drawdown | Pips | Trading | Hebel | Typ |
|---|---|---|---|---|---|---|
| Osiris Genesis Alto Rendimiento 50K | 52.54% | 76.77% | 1725.7 | Automatisiert | 1:400 | Demo |
| Soy Maestra/Maestro de Escuela | 3.71% | 2.00% | 55.0 | Automatisiert | 1:200 | Demo |
| God Saved The Queen and Me | -4.37% | 33.60% | 1894.1 | Automatisiert | 1:200 | Demo |
| Osiris Ragnarok | 12.29% | 14.61% | 1671.1 | Automatisiert | 1:200 | Demo |
| EU All Weather X | -1.76% | 25.63% | -1209.9 | Automatisiert | 1:500 | Demo |
| Ragnarok con Cruces 2021 | -19.81% | 39.31% | -3072.2 | Automatisiert | 1:500 | Demo |
| All-Weather VII 2021 | 41.50% | 12.55% | 904.5 | Automatisiert | 1:500 | Demo |
| Osiris Ragnarok 2022 Level 3 | -19.42% | 21.01% | -2173.7 | Automatisiert | 1:50 | Demo |
| Osiris Ragnarok 2022 GBP Level 5 | -7.87% | 22.47% | -346.7 | Automatisiert | 1:50 | Demo |
| Osiris Ragnarok X March 21/2022 | -99.90% | 99.91% | -2004.6 | Automatisiert | 1:500 | Demo |
| Osiris Ragnarok 01 March 21/2022 | -1.74% | 23.59% | 106.3 | Automatisiert | 1:500 | Demo |
| Ragnarok July 2022 | 6.52% | 81.68% | 386.7 | Automatisiert | 1:500 | Demo |
| Osiris Ragnarok Abril I | 8.28% | 5.11% | 1861.6 | Automatisiert | 1:500 | Demo |
| Osiris Ragnarok Abril II | 16.11% | 13.12% | 272.6 | Automatisiert | 1:500 | Demo |
| Osiris Ragnarok May I | 8.25% | 5.60% | 382.9 | Automatisiert | 1:500 | Demo |
| Osiris Ragnarok May II | 9.58% | 1.67% | 191.8 | Manuell | 1:500 | Demo |
| Osiris Ragnarok June I | 23.11% | 7.03% | 3025.3 | Automatisiert | 1:500 | Demo |
| Osiris Ragnarok June II | 15.54% | 32.35% | 1174.6 | Automatisiert | 1:500 | Demo |
| Osiris Ragnarok July I | 4.50% | 1.24% | 110.1 | Automatisiert | 1:500 | Demo |
| Osiris Ragnarok July II | 2.15% | 6.15% | 55.0 | Automatisiert | 1:500 | Demo |
| Osiris Ragnarok August I | 16.49% | 10.99% | 270.6 | Automatisiert | 1:500 | Demo |
| Osiris Ragnarok August II | 15.56% | 10.30% | 270.1 | Automatisiert | 1:500 | Demo |
| Osiris Ragnarok October I | 2.89% | 1.88% | 55.3 | Automatisiert | 1:500 | Demo |
| Osiris Ragnarok October II | 4.61% | 1.98% | 110.2 | Automatisiert | 1:500 | Demo |
| Osiris Ragnarok November I | 1.68% | 0.44% | 110.5 | Automatisiert | 1:500 | Demo |
| Osiris Ragnarok November II | -13.27% | 15.33% | -1606.5 | Automatisiert | 1:500 | Demo |
