Friday, February 12, 2010

Tuesday,s Call 2-16-10

The call is 30% long EM and 70% long spx.

I will trade 1.75x.

the EM call has the bias.

The spx call will switch if the spx closes below 1068.22.

2 comments:

  1. Hi can explain what it means to "have the bias". Thanks for putting yourself out there.

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  2. Yes, it is the same call as the old system that I used last year. I am comparing the two to see if the new will be an improvement in real time rather than back tested. The new sys allocates between Emerging Market and Domestic calls while the old tried to follow the most likely to be right.

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