QQQ LS Strategy based on SMA, Volatility and Kurtosis
Python
Volatility
Kurtosis
SMA
About this Project
This strategy initiates long positions on QQQ during bullish market periods characterized by low risk. Market sentiment is determined using the Simple Moving Average (SMA) of QQQ, while risk is assessed through a composite of Implied Volatility, Realized Volatility, and Kurtosis, allowing for tactical market entry in favorable conditions.