Recent content by Stokes Bay

This Darwin is now trading SPY long/short as a single asset. All trades are algo-driven and the strategy uses just 4 input variables and has no long-short bias. Two of the inputs are optimised based on 18 years of data; two were left non-optimised. Long and short positions are taken in SPY by...

Hi Captain Currency Apologies I never did provide an explanation for the poor performance in SKI. Apologies also to all those who have been disappointed by the performance in SKI. The strategy behind SKI has developed over time and will no doubt continue to develop (for the better or worse) as...