SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : The Great Coin Toss Experiment II

 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: Jorj X Mckie who wrote (108)4/15/2003 2:44:56 PM
From: Sojourner Smith  Read Replies (1) of 188
 
What I have been talking about is not a similtaneous hedge.

Or if it is, then on opposing signals on the same indicators.

An example, being market neutral, use an indicator like DMI
and scan for buys and sells, at the close buy and short the same amount on both sides of different stocks.

That avoids the gap ups we have had.

An example of not similtaneous:
Build a long position on oversold on SPY
and build a short position on overbought on DIA.

It works, I have backtested thoroughly.
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext