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    Trading System for Shorting inefficient ETFs – Part 1 – Basic Overview

    5 Apr 2018

    In today’s part of our educative series, I would like to focus on how to start building your own specific trading system for shorting inefficient ETFs. Above all, I would like to focus on the basic blocks of such a system, which I will then discuss in detail in later chapters.   Market selection First […]

    Alternative Approaches to short inefficient ETFs – Pair Trading (3/3)

    29 Mar 2018

    In the previous two articles I described how to use pair trading – in our case double short – to benefit from inefficient ETF. We said that when selecting suitable candidates, it is necessary to take into account the borrowing fee (in % per year) for short, the volatility of these markets and, last but […]

    Alternative approaches to shorting inefficient ETFs – pair trading (2/3)

    22 Mar 2018

    In the last part of our series, we explained that pair trading of inefficient ETFs – more precisely the shorting of both ETFs in a given pair – may be considered as an interesting way to benefit from their inefficiency. But we have also said that in order to be able to think about trading […]