Posted by iaranger on 21st of Dec 2011 at 11:32 am
Anyone follow this ? The objective is to buy
in at end of day certain dates and sell end of
day at a later date thus only having exposure to the market
very few days of trading year. The buys are using IVW,
DIA, IJT today is a buy day
exiting on Jan 4th up about 15% for the year I
think
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Calendar Effects Trading
Posted by iaranger on 21st of Dec 2011 at 11:32 am
Anyone follow this ? The objective is to buy in at end of day certain dates and sell end of day at a later date thus only having exposure to the market very few days of trading year. The buys are using IVW, DIA, IJT today is a buy day exiting on Jan 4th up about 15% for the year I think