4 ms·
Not interested in job. Would love to hear and share some new strategies with peeps on HN; specifically, what do you guys think are the new opportunities for the
by noname123 12y ago
Not interested in job. Would love to hear and share some new strategies with peeps on HN; specifically, what do you guys think are the new opportunities for the new coming year.
Me personally, I think next year is going to be great. Vol should pick up with the Fed actually tapering and VIX returning to its real median of 16-20. So I think strategies that sell vol could be more effective. Here's a study on Quantopian for that: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=225532 http://papers.ssrn.com/sol3/papers.cfm?abstract_id=225532
I'm curious about how the rising interest rate will affect things such as gold and US treasuries; obviously, it should drive the yield/prices down as US dollar becomes more attractive. But specifically, how to pair trade it; here's some study on pair trading TLT and SPY: http://seekingalpha.com/article/2714185-the-spy-tlt-universal-investment-strategy http://seekingalpha.com/article/2714185-the-spy-tlt-universa...
Finally, pair trading GDX and GLD; and also oil futures and oil refining/exploration companies. I'm not very familiar at all the dynamics there, I was told that the correlation of producer to spot is like an option being in the money, if oil or gold drops down or up to the threshold of break-even for producers; that changes the pricing dynamics of these companies. Anyways, let me know what you guys think. Thanks.