Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'peso'

VIX, Peso… Sometimes you just cannot trade it!

August 9th, 2010 · 5 Comments · Futures

Or a case for going short VIX despite high bullish consensus? I have been going on about roll yield and term structure for a few posts, and through two very concrete examples we’ll see how it can affect your trading and system development A reader recently mentioned a paper (pdf by Sloyer and Tolkin) presenting […]

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