Subject: Did you read this past Alvarez Quant Trading blog post?

We are all are looking for the perfect trading strategy. Did you read ETF Bond Rotation?
 
In my last post I discussed SPY/TLT rotation strategies. Today, I will be using the same ideas from the post but on a basket of bond ETFs.

The first difficult decision one must make is what ETFs will be in the basket. What we choose here, can have a big impact on the results. I wanted to focus primarily on the US bond market. One factor I considered is picking ETFs with long histories. Lots of bond ETFs did not start trading until 2010 or later.

Click here continue reading

Good Quant Trading,
Cesar


Looking for more strategies to trade and a group of like minded traders? My private trading club, The Crew, provides that and more. Click here to learn more.
BeWater LLC, 7241 185th Ave NE, Suite 2107, Redmond, WA 98052, United States
You may unsubscribe or change your contact details at any time.