Anyone here hedge indices spread with another spread?

S

scalpmaster

I am trying to implement dynamic ratio hedges of indices spread with another spread. For example, hedging S1 with S2

Long 2NQ, Short 1 ES : let spread ratio chart NQ/ES be S1

against

Short 2 YM, long 1 Er2 : let spread ratio chart YM/ER2 be S2

Anyone wants to discuss more on how to go about analysing and perform dynamic rebalancing of S1/S2 oscillation chart as market goes up or down?
 
use a simple channel breakout out - optimize for the best period or length. law of motion theory, it will most likely work. i have just such a system.

good reading a book i love is

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goldberg - advanced commodity spread trading - windsor

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maybe you will find it has no value, mb
 
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