I think the spread is highly correlated with the US/EUR Movement. Means if EUR is going up Bund outperforms and if EUR falls bund...
what you are searching for is much VAR for low costs concerning commissions and slippage. Best deal is the dax concerning this . EUR is also...
hello cashmonster hedging a long position is nothing else than going flat.
Writing macros in Tradestation is very easy. That is why they call the programming language easylanguage. Quantdeveloper is great but more for...
Hello DB is the last version of dynaorder compatible with pats ? regards
I have a statistical arb model in the field of LONG/SHORT Equity with sharpes averaging above 3 and max dd for the last five years was 15 % of...
The question about trends ist if the markets have any kind of positive autoregression. The question about every kind of technical analyses is if...
that is not stupid for a fund manager. Take some assymtric risk like writing options far ut of money and you will be most times a small winner...
to be honest i did not loose hope yet that the market is not random driven. I am favoring quant styles in the field of statistical arbitrage....
beating the s&P saystematically is almost impossible. In may case it is the Eurostoxx50R. Hedge funds were able to generate alpha in the...
I am working as a fund manager in europe. The reason is easy : Most things are random driven... So it is hard to generate systematical alpha....
scalping exists and is not a joke. I scalp automatically and I have seen others scalping manual( One with 200 000 Bund RTs a month). With...
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