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A strategy I used to run live
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A strategy I used to run live

My favorite strategy back in the day

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Vertox
Sep 17, 2024
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A strategy I used to run live
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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

  1. My Definition of Event-based Strategies

  2. The Trade

  3. The Problem with such Trades

  4. Backtest

  5. Final Remarks

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