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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.
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perpetualhedge
Systems by arcotrade
최근 게시물
62564
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
62564
Jan 10, 2013 at 12:58