How do you deal with earning?

Curious what you mean by daytrading 'baskets'. Do you mean a basket you have constructed using stock pairs?

 

There was an earnings strategy that worked amazingly in the bullish period of 2003-2007, triple digit percentage returns. It completely reversed in 2009 and didn't work from that year onwards.

 

No, isolated momentum signals across a group of stocks, preferably in different sectors.

 

How invested are you on a typical day? For example if your tradable universe consists of N tickers, what percent of N might you be exposed to during a session?

 

R1234

No more than 20 tickers per session, sized at 100k per symbol.

 

Put them for good cause for future tradings.

 

ok..there are some earning for the coming stocks this week and i got a burning in my loin to play them this week.. i'm gonna bet 1/2 size which i do normally on a typical stock. will see if i get paid or not....to be continued.

 

Boom...just got paid. Bought fivn and cdns today and holding it overnight. Oh yeah.