This is a really nice technique in terms of hedging. I am surprised that so few traders have heard of this kind of hedging. In stocks and options it's called "Pairs Trading" hedging, where one goes long on one stock and short on another. You kind of do this by having 2 currencies every time and some are "short" and some are "long". But not exactly.
Has anyone tried back testing this kind of strategy over a long time and lots of pairs / triples ? That would be interesting.
NICE WORK !
Has anyone tried back testing this kind of strategy over a long time and lots of pairs / triples ? That would be interesting.
NICE WORK !