Advertisement
osirisalgo
Joined
Jul 23, 2020
Connections
0
체험
5 년 이상
위치
Croatia
바이오
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
거래 스타일
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.
좌우명
⚒勝利は我々のものだ。今日と明日。⚒
차트
Systems by osirisalgo
| 이름 | 게인 | 드로다운 | 핍스 | 거래 | 레버리지 | 종류 |
|---|---|---|---|---|---|---|
| Osiris Genesis Alto Rendimiento 50K | 52.54% | 76.77% | 1725.7 | 자동화 | 1:400 | 데모 |
| Soy Maestra/Maestro de Escuela | 3.71% | 2.00% | 55.0 | 자동화 | 1:200 | 데모 |
| God Saved The Queen and Me | -4.37% | 33.60% | 1894.1 | 자동화 | 1:200 | 데모 |
| Osiris Ragnarok | 12.29% | 14.61% | 1671.1 | 자동화 | 1:200 | 데모 |
| EU All Weather X | -1.76% | 25.63% | -1209.9 | 자동화 | 1:500 | 데모 |
| Ragnarok con Cruces 2021 | -19.81% | 39.31% | -3072.2 | 자동화 | 1:500 | 데모 |
| All-Weather VII 2021 | 41.50% | 12.55% | 904.5 | 자동화 | 1:500 | 데모 |
| Osiris Ragnarok 2022 Level 3 | -19.42% | 21.01% | -2173.7 | 자동화 | 1:50 | 데모 |
| Osiris Ragnarok 2022 GBP Level 5 | -7.87% | 22.47% | -346.7 | 자동화 | 1:50 | 데모 |
| Osiris Ragnarok X March 21/2022 | -99.90% | 99.91% | -2004.6 | 자동화 | 1:500 | 데모 |
| Osiris Ragnarok 01 March 21/2022 | -1.74% | 23.59% | 106.3 | 자동화 | 1:500 | 데모 |
| Ragnarok July 2022 | 6.52% | 81.68% | 386.7 | 자동화 | 1:500 | 데모 |
| Osiris Ragnarok Abril I | 8.28% | 5.11% | 1861.6 | 자동화 | 1:500 | 데모 |
| Osiris Ragnarok Abril II | 16.11% | 13.12% | 272.6 | 자동화 | 1:500 | 데모 |
| Osiris Ragnarok May I | 8.25% | 5.60% | 382.9 | 자동화 | 1:500 | 데모 |
| Osiris Ragnarok May II | 9.58% | 1.67% | 191.8 | 매뉴얼 | 1:500 | 데모 |
| Osiris Ragnarok June I | 23.11% | 7.03% | 3025.3 | 자동화 | 1:500 | 데모 |
| Osiris Ragnarok June II | 15.54% | 32.35% | 1174.6 | 자동화 | 1:500 | 데모 |
| Osiris Ragnarok July I | 4.50% | 1.24% | 110.1 | 자동화 | 1:500 | 데모 |
| Osiris Ragnarok July II | 2.15% | 6.15% | 55.0 | 자동화 | 1:500 | 데모 |
| Osiris Ragnarok August I | 16.49% | 10.99% | 270.6 | 자동화 | 1:500 | 데모 |
| Osiris Ragnarok August II | 15.56% | 10.30% | 270.1 | 자동화 | 1:500 | 데모 |
| Osiris Ragnarok October I | 2.89% | 1.88% | 55.3 | 자동화 | 1:500 | 데모 |
| Osiris Ragnarok October II | 4.61% | 1.98% | 110.2 | 자동화 | 1:500 | 데모 |
| Osiris Ragnarok November I | 1.68% | 0.44% | 110.5 | 자동화 | 1:500 | 데모 |
| Osiris Ragnarok November II | -13.27% | 15.33% | -1606.5 | 자동화 | 1:500 | 데모 |
