This strategy deploys an algorithm on multiple currency pairs and a commodity by exploiting their correlations and volatilities to open multiple trades until a reversion to a mean. This strategy was created with one goal in mind: to reduce the portfolio volatility and to withstand all sort of market environment.
This strategy deploys two algorithms on an equity index (via an ETF or a custom basket of individual stocks) and VIX index futures where they exploit an inverse correlation of these two assets along the trend of a market and rebalance a portfolio during a volatile market to capture gain and minimize risks.
Jim Simon
LeadingEdge Technologies
*** Disclaimer ***
leadingedgeth.com is not a registered investment, legal or tax advisor or a broker/dealer. All investment/financial opinions expressed by leadingedgeth.com are from the personal research and experience of the owner of the site and are intended as educational material. Although best efforts are made to ensure that all information is accurate and up to date, occasionally unintended errors and misprints may occur.
Copyright © 2022 LeadingEdge Technologies - All Rights Reserved.
We use cookies to analyze website traffic and optimize your website experience. By accepting our use of cookies, your data will be aggregated with all other user data.