Dislikedbut with this it has nothing to do with hedge-trading anymore. this is then a simple trend-following system.
i backtested 25 pairs in kombination since 1999. yes i calculated about 650 combinations. and every combination i tested with inverted and non-inverted option. i got amazing results. i tested without negativ and positive correlation option. this does not matter. i only calculated the equity result of every combination. and every pair gives positiv results with the right set.
this week i do more calculations with triplets and quadlets.
when...Ignored
- Post #2,501
- Quote
- Feb 9, 2011 7:49am Feb 9, 2011 7:49am
- | Joined Apr 2010 | Status: Member | 1,404 Posts
- Post #2,503
- Quote
- Feb 9, 2011 8:17am Feb 9, 2011 8:17am
- Joined Oct 2010 | Status: Trader | 18,807 Posts | Online Now
Intraday only.
- Post #2,509
- Quote
- Feb 9, 2011 9:46am Feb 9, 2011 9:46am
- Joined Oct 2010 | Status: Trader | 18,807 Posts | Online Now
Intraday only.
- Post #2,513
- Quote
- Feb 9, 2011 10:45am Feb 9, 2011 10:45am
- Joined Oct 2010 | Status: Trader | 18,807 Posts | Online Now
Intraday only.
- Post #2,514
- Quote
- Feb 9, 2011 11:22am Feb 9, 2011 11:22am
- Joined Oct 2010 | Status: Trader | 18,807 Posts | Online Now
Intraday only.
- Post #2,515
- Quote
- Feb 9, 2011 11:28am Feb 9, 2011 11:28am
- | Joined Apr 2010 | Status: Member | 1,404 Posts
- Post #2,516
- Quote
- Feb 9, 2011 11:35am Feb 9, 2011 11:35am
- Joined Oct 2010 | Status: Trader | 18,807 Posts | Online Now
Intraday only.
- Post #2,518
- Quote
- Feb 9, 2011 11:45am Feb 9, 2011 11:45am
- | Joined Apr 2010 | Status: Member | 1,404 Posts