Jonny- I've got long MA/Short V too, and have opened TDW/KEX. I'm interested in your rationale for ALL/CNA, because CNA gave results last...
Have you ever looked at using Kelly Optimal fractions in order to control money management? I'm new to this and am trying to build up some data...
If the announcement pertains to a genuine development in fundamental differences between the stocks than the traditional statistical relationships...
I'm new to this thread, and would be happy to contribute with ideas for pairs. I'm also interested in money management techniques given recorded...
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