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osirisalgo
Joined
Jul 23, 2020
Connections
0
资深
超过5年
位置
Croatia
个人简历
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
交易风格
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.
格言
⚒勝利は我々のものだ。今日と明日。⚒
图表
Systems by osirisalgo
| 姓名 | 收益 | 缩减 | 点 | 交易 | 杠杆率 | 类型 |
|---|---|---|---|---|---|---|
| Osiris Genesis Alto Rendimiento 50K | 52.54% | 76.77% | 1725.7 | 自动的 | 1:400 | 演示 |
| Soy Maestra/Maestro de Escuela | 3.71% | 2.00% | 55.0 | 自动的 | 1:200 | 演示 |
| God Saved The Queen and Me | -4.37% | 33.60% | 1894.1 | 自动的 | 1:200 | 演示 |
| Osiris Ragnarok | 12.29% | 14.61% | 1671.1 | 自动的 | 1:200 | 演示 |
| EU All Weather X | -1.76% | 25.63% | -1209.9 | 自动的 | 1:500 | 演示 |
| Ragnarok con Cruces 2021 | -19.81% | 39.31% | -3072.2 | 自动的 | 1:500 | 演示 |
| All-Weather VII 2021 | 41.50% | 12.55% | 904.5 | 自动的 | 1:500 | 演示 |
| Osiris Ragnarok 2022 Level 3 | -19.42% | 21.01% | -2173.7 | 自动的 | 1:50 | 演示 |
| Osiris Ragnarok 2022 GBP Level 5 | -7.87% | 22.47% | -346.7 | 自动的 | 1:50 | 演示 |
| Osiris Ragnarok X March 21/2022 | -99.90% | 99.91% | -2004.6 | 自动的 | 1:500 | 演示 |
| Osiris Ragnarok 01 March 21/2022 | -1.74% | 23.59% | 106.3 | 自动的 | 1:500 | 演示 |
| Ragnarok July 2022 | 6.52% | 81.68% | 386.7 | 自动的 | 1:500 | 演示 |
| Osiris Ragnarok Abril I | 8.28% | 5.11% | 1861.6 | 自动的 | 1:500 | 演示 |
| Osiris Ragnarok Abril II | 16.11% | 13.12% | 272.6 | 自动的 | 1:500 | 演示 |
| Osiris Ragnarok May I | 8.25% | 5.60% | 382.9 | 自动的 | 1:500 | 演示 |
| Osiris Ragnarok May II | 9.58% | 1.67% | 191.8 | 手动 | 1:500 | 演示 |
| Osiris Ragnarok June I | 23.11% | 7.03% | 3025.3 | 自动的 | 1:500 | 演示 |
| Osiris Ragnarok June II | 15.54% | 32.35% | 1174.6 | 自动的 | 1:500 | 演示 |
| Osiris Ragnarok July I | 4.50% | 1.24% | 110.1 | 自动的 | 1:500 | 演示 |
| Osiris Ragnarok July II | 2.15% | 6.15% | 55.0 | 自动的 | 1:500 | 演示 |
| Osiris Ragnarok August I | 16.49% | 10.99% | 270.6 | 自动的 | 1:500 | 演示 |
| Osiris Ragnarok August II | 15.56% | 10.30% | 270.1 | 自动的 | 1:500 | 演示 |
| Osiris Ragnarok October I | 2.89% | 1.88% | 55.3 | 自动的 | 1:500 | 演示 |
| Osiris Ragnarok October II | 4.61% | 1.98% | 110.2 | 自动的 | 1:500 | 演示 |
| Osiris Ragnarok November I | 1.68% | 0.44% | 110.5 | 自动的 | 1:500 | 演示 |
| Osiris Ragnarok November II | -13.27% | 15.33% | -1606.5 | 自动的 | 1:500 | 演示 |
