Actually, gdx and gld are approximately .75 correlated.
Not perfect, but I think that the system would word pretty
well going long gdx and using dgz to go short.
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Actually, gdx and gld are
GDX swing system improvements/tweaks
Posted by algyros on 28th of Jul 2010 at 06:21 pm
Actually, gdx and gld are approximately .75 correlated. Not perfect, but I think that the system would word pretty well going long gdx and using dgz to go short.