IB seems to have run out of a lot of ETFs to short lately.
Two that I follow, FAS and ERX, haven't been available to
short for a while now.
There are, of course, alternatives (such as buying the inverse
ETF), but that doesn't work very well if you're running automated
systems, at least not without running two long only systems
concurrently, one with a long ETF and the other with its inverse.
The problem with that strategy is that the results are going
to be different than if you ran just the long (or short) ETF going
long and short.
IB seems to have run
SRS
Posted by algyros on 20th of Jan 2011 at 02:48 pm
IB seems to have run out of a lot of ETFs to short lately. Two that I follow, FAS and ERX, haven't been available to short for a while now.
There are, of course, alternatives (such as buying the inverse ETF), but that doesn't work very well if you're running automated systems, at least not without running two long only systems concurrently, one with a long ETF and the other with its inverse. The problem with that strategy is that the results are going to be different than if you ran just the long (or short) ETF going long and short.
ETF's
Posted by zach06 on 20th of Jan 2011 at 02:52 pm
All these ETF's have reverse ETF's to coorespond with them... You don't have to short them. FAX / FAS ERX/ ERY