The last long EWZ trade was entered on 08/27/2010 and exited 10/05/2010 right now the system is neutral. The system had a return of 16% for 2010 vs a gain of 7.07% for the underlyer. So far the underlyer EWZ has had a net loss since year end 2010 while the system has remained neutral.
The purpose of this blog is to discuss topics in the ETF space. The ETF industry is exploding as an alternative to hedge funds. In this blog topics that will be covered will be Trading Systems and Trading Strategies, Risk Management and Hedging, whats new in ETFs in terms of product offerings etc. The idea is for this blog to act as a resource for end users of ETFs. Such end users may be private offices, hedge funds, insurance companies, asset managers.
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