Market Neutral Strategy

This is a discussion on Market Neutral Strategy within the Stocks forums, part of the Markets category; Currently testing a market neutral strategy with some success (so far), you may view holdings and up to date account ...

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Old Jun 4, 2012, 6:46pm   #1
 
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Market Neutral Strategy

Currently testing a market neutral strategy with some success (so far), you may view holdings and up to date account performance at Likey Palace - Landing

Regards

James Thomson
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Old Jun 11, 2012, 8:06pm   #2
 
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Re: Market Neutral Strategy

james1989 started this thread Anyone else trading a similar strategy?

Would be interesting to discuss your results if so, most of the market neutral funds tend to get hit in downturns along with the general market, I would be especially interested in hearing results from those who traded like this in 08/09.
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Old Jun 12, 2012, 8:42pm   #3
 
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Re: Market Neutral Strategy

james1989 started this thread Just added CVS long and Citrix short.
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Old Jun 12, 2012, 9:32pm   #4
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Re: Market Neutral Strategy

I do.
Do you adjust your lines for each individual stock's Beta?
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Old Jun 15, 2012, 7:27am   #5
 
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Re: Market Neutral Strategy

james1989 started this thread Hi Alpha,

No I don't take beta into account. I hold 20 stocks all at 5% each. 50% long, 50% short.

Did you to trade neutrally through 08/09?
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Old Jun 15, 2012, 12:51pm   #6
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Re: Market Neutral Strategy

Interesting, that's about the number of stocks and weightings +/- 2% (if large or small caps).

I started towards mid 2009 and I was for short periods of time 10%-15% net long but mostly 0%-5%, down to timing in investment in individual small caps.

I find it far more difficult to be net short (the dreaded short squeeze, the relentess "Buy" notes from brokers) and I would use an index to force the portfolio down if needed.
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Old Jun 15, 2012, 12:57pm   #7
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Re: Market Neutral Strategy

Hi James,

I take it that you have a Bloomberg with DDE links to update/refresh you daily data on your excel spreadsheet. Or do you use something else?
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