4 ms·
Yup
by Kibae 5y ago
Yup
- throwaway4good 5y agoIt is a mean reversal bet. It can work. But what if one of the ETFs goes to zero? Then the algorithm will continously buy that all the way down. Erm - edit - scratch that: But what if one of the ETFs goes to the moon? Then the algorithm will continously sell that all the way up.
- repsilat 5y agoAs I read it, the strategy never goes long -- it's always simply short one ETF. The bad cases look like "one sector consistently outperforms", or "leading sectors have bull runs of consecutive days before losing steam".
- throwaway4good 5y agoSorry guys - it should have said: All the way to the moon.
- throwaway4good 5y agoThe algorithm has a buddy: The algorithm of just buying the worst performing etf of yesterday.
- deleted 5y ago[deleted]
- panarky 5y agoUsing the OP's data, that inverse algo is a dead loser.
- vmception 5y agoIt will short it for one market day and then ignore it.
- mypalmike 5y agoThat is not what this algorithm would do.