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Correlations, volatility, trade size, beta weighting vs SPX is the key for this "perpetualhedge" portfolio. I do love Pairs trading, be contrarian, trading small, to have short delta vs SPX, to lower cost basis, but technical anlysis and stop loss don't.
Motto
perpetualhedge
Systémy od arcotrade
Poslední příspěvky
62563
Jan 16, 2014 at 20:46
819
Jan 10, 2013 at 14:55
819
Jan 10, 2013 at 13:56
673
Jan 10, 2013 at 12:58
62563
Jan 10, 2013 at 12:58