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What's the logic of trading bonds - but only going long? Robyn
Scott Hoffman wrote:
> ...The system trades Bonds, but only in the long direction. (No need to have a
>
> switching algorithm with Bonds or Equity indexes since the inherent return
> is captured by a constant long position). IOW, the system has been long
> bonds forever. Like the other markets, the number of contracts to have on at
> any time depends on the contract size, current volitility, and account
> equity. FYI, Bond profit is $2843 since 1/1/97.
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