Tuesday, January 26, 2010

Wednesday's Call

the call is 60% long emerging markets and 40% short ndx.

I will trade at 1.75x

If the eem closes above 39.56 then that call will switch. if the ndx closes below 1803.29 then it's call will switch.

The ndx call is the bias (old system)

2 comments:

  1. re. "NDX call is the bias"...simple, good to know. Thanks. Jim P.

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  2. Hi, yes, for my info I want to track the new vs the old. As there may be a few readers then this info could be useful. I am re-looking at some of my algorithms to see if they can be improved in forecasting.

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