3month Long/Short portfolio following an enhanced version of Black-Litterman model. Return=9.41% , SR>0.9 , Max.Drawdown=2.7%. Monthly recalibration.
Benchmark Treasury yields have jumped to a new 7 years high of over 3.24% following today’s strong, if weather-affected jobs…
EUR/USD AT 1.15120. Time to go long for a short-time trade. Probability of touching 1.15800 in the next 3 trading…
From March 2018, another one successful trade & potentially 3-bagger if options as suggested were used. Using factor models &…
By aquant Blog Uncategorized
True in general , but somehow based on hindsight & Survivorship bias ! A couple of years ago…
Dr Copper is speaking , but the FED is Trumponized ! Is this a paradigm shift or financial short sightedness…
3 weeks ago we wrote : “Do financials deserve something better at least for the short term ? Our models…
ZSU8 at 883.50 & still has upside to go & surpass 895 honouring our signal ! One month ago…
The real thing in real conditions for the FX market , last 2 years performance net after fees, commissions etc….
SoyBeans BUY signal. ZSU8 (Sept contract) now at 870.5 will touch 895 with prob>70%.