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Volatility Strategy on S&P 500 and Gold
Project type
Trading strategy
Date
April 2025
Location
Madison, WI
Volatility strategy model utilizing historical data from the S&P 500 (SPY), characterized by high volatility, and Gold (GLD), exhibiting low volatility. The objective of this model was to explore the potential of diversifying a portfolio by incorporating these two asset classes.
Credit: The guidance and framework provided by CTG at the University of Wisconsin-Madison were instrumental in the development of this code.
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