Recent content by msardelich
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What am I not seeing?
Transaction Costs and Bid/Ask Spread- msardelich
- Post #2
- Forum: Strategy Building
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RSI 14 divergence.
Sorry, but apart from statistics what´s the RSI 14 strategy ? Is it a simple RSI with 14 timeframe moving window ?- msardelich
- Post #2
- Forum: Strategy Building
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My strategy & your backtesting
wealth-lab is fine for me (high custom, taking into account the script language)...I trade for a living (emerging markets only / quant approach)- msardelich
- Post #2
- Forum: Hook Up
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Pairs Trading Strategy Model
could you explain your option spreads strategies ? Here in Brazil, I´m implementing pairs based on ratios of implied volatility with different strikes (implied volatility surface spread). The idea is to go Vega neutral in the pairs when they cross 2SD. Are we talking about the same subject ?- msardelich
- Post #491
- Forum: Strategy Building