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Brandon left a comment in the discussion Intraday Application of Hidden Markov Models
That would be interesting or maybe a basket of sector ETFs, across equities and maybe some with...
Brandon left a comment in the discussion 3X ETF Short Hedge Algorithm
Sharpe Ratio
Brandon left a comment in the discussion 3X ETF Short Hedge Algorithm
Same idea except a daily rebalnace and 6 3x long and opposite 3x short ETFs
Brandon left a comment in the discussion 3X ETF Short Hedge Algorithm
I have a similar stratgy that uses long/short pairs and rebalances every day - I used it live in...
Brandon left a comment in the discussion Futures Fast Trend Following, with Trend Strength
Looking to try “Increasing the universe size” - but unable to get it to work, and I've been...
Brandon left a comment in the discussion Intraday Application of Hidden Markov Models
That would be interesting or maybe a basket of sector ETFs, across equities and maybe some with...
Brandon left a comment in the discussion 3X ETF Short Hedge Algorithm
Sharpe Ratio
Brandon left a comment in the discussion 3X ETF Short Hedge Algorithm
Same idea except a daily rebalnace and 6 3x long and opposite 3x short ETFs
Brandon left a comment in the discussion 3X ETF Short Hedge Algorithm
I have a similar stratgy that uses long/short pairs and rebalances every day - I used it live in...
Brandon left a comment in the discussion Futures Fast Trend Following, with Trend Strength
Looking to try “Increasing the universe size” - but unable to get it to work, and I've been...
1 months ago