tpoto

1 Comment

    • A Quant Approach to TAA: Winning by Not Losing [view article]
      Nice results. Now that the S&P 500 has inverse -2x and +2x ETFs,
      it would be interesting to see how this strategy would have done employing either of those two based the 200 days signal.

      Or a more conservative approach might be to go to 50% cash
      and 50% -1x inverse ETF when price is less than MA for that
      amount that was allocated to S&P (vs. going to all cash)

      What ETFs would you suggest for the other asset classes?
      (e.g., DBC for commodities?)
      Mar 19 04:50 PM
Contribute an Article Become a Seeking Alpha Contributor

Trading Center