Trading blog

theEdge said:
It looks nice and tidy.

The trades on your year end strategy page look like they're basically the same thing on different correlated markets.

I'm not sure if you actually read the article on my year end strategy because all the trades I showed were from muni funds traded on exchanges. They weren't on different correlated markets (?).

Anyway, if you're interested in arb trading you might want to look into pairco (part of bright trading).

cheers
 
Apologies for my poor written skills.

What I meant was that all the products seem to be highly correlated (i.e. all the muni funds move in a very similar way). And you seem to have gone long in every product at some point in December. Such trades have a high correlation. So it's not a very good dication of strategy performance as they're almost the same trade. Anyway, I didn't mean to knock your blog. I've heard that a lot of money can be made trading inefficiencies in those products but haven't had the time to look into it yet.

Good luck,

mauzj

Babak said:
I'm not sure if you actually read the article on my year end strategy because all the trades I showed were from muni funds traded on exchanges. They weren't on different correlated markets (?).

Anyway, if you're interested in arb trading you might want to look into pairco (part of bright trading).

cheers
 
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