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    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 short inefficient ETF – pair trading (1/3)

    15 Mar 2018

    Dear readers, in today’s article I want to introduce you to a slightly different approach of trading ETF inefficiencies. So, let’s take a short break from the option constructions. First, I would like to follow p with the article in which I have described a very basic approach – direct ETF short. However, as I […]