A strategy I used to run live
My favorite strategy back in the day
I keep talking about how much I love event based alphas but sometimes people don’t exactly know what I’m talking about and assume I’m talking about news trading so I’m gonna lay my cards on the table today and tell you about one strategy that I actually used to run.
It’s a more well known trade and a perfect example for the types of trades I’m passionate about!
Table of Content
My Definition of Event-based Strategies
The Trade
The Problem with such Trades
Backtest
Final Remarks