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Strategies & Market Trends : Moomin Valley (formerly Troll-free Zone) -- Ignore unavailable to you. Want to Upgrade?


To: Moominoid who wrote (1651)9/1/2006 9:53:13 PM
From: skinowski  Respond to of 2852
 
It seems that your net exposure would be in proportion to the algebraic sum of the 3 different strategies. May not be a bad idea - to scale in and out of positions according to how the model estimates probabilities.