For medium-term asset managers: US financial sector
tsterm.substack.com
The white paper on tsterm.com explained the procedure to do synthetic trading, with synthetic position sizes computed from the net majority votes of models, then averaged. Using 6-month ahead forecast horizon, US financial sector XLF’s latest synthetic position dropped to below 0.2 shares, if it can only vary between -1 share and 1 share.
For medium-term asset managers: US financial sector
For medium-term asset managers: US financial…
For medium-term asset managers: US financial sector
The white paper on tsterm.com explained the procedure to do synthetic trading, with synthetic position sizes computed from the net majority votes of models, then averaged. Using 6-month ahead forecast horizon, US financial sector XLF’s latest synthetic position dropped to below 0.2 shares, if it can only vary between -1 share and 1 share.