Saturday, January 22, 2011

Expand Bond pair trading to ETF Pair Trading

On the Bond Pairs Trading Portfolio, I realized that I may miss out some other ETF potential trades if I just wait for the bond pairs signal. Therefore, I expand it to other ETF pairs in order to create more opportunity. ETF pairs that I am looking at are TNA, TZA, FAS, FAZ, SSO, SDS, SPY, SH and others. The portfolio will include 1x, 2x, and 3x leverage pairs and it is now named ETF Pair Trading. Let see how it plays out.

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