17 November 2012

Current Core Book Trading/Hedge Strategy

  • 1. Core short S&P (short only, no square). Periodically hedge (when ES deemed oversold) by going short US10-years on a trading basis ie short, square, short, square TY.
  • 2. Core long USD/JPY (short only, no square).
  • 3. Trading short EUR/USD ie short, square, short, square.
  • 4. Waiting to sell weekly closing break of 340 in Copper.
Seems to be working.

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