I added two new ETFs to my Intermediate Mean Reversion Model. If anyone wants any more details on results for any of the individual ETFs feel free to ask me.
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.