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longbridge-volatility-strategy
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Historical-volatility (HV) regime strategy via Longbridge Securities — computes 20-day and 60-day HV, ranks the current level as a percentile over the past year, and recommends a vol regime trade: long volatility (buy straddle) when HV perc
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longbridge-volatility-strategy
skill:longbridge/skills/longbridge-volatility-strategy · published by longbridge · source repository