Sunday, January 27, 2019

Update for Delta Neutral....01.27.2019

Returns have flattened out on the QLD/QID delta neutral model as volatility has followed a decline.
It's still my go to model in this environment of uncertainty and now earnings season is kicking off so expect some sparks.  Just for comparison I've included the metrics for a 1 beta DN model trading SPY against SH (the ETF SPY inverse).  Again, this mode has a value of 1 beta while the QLD/QID model has a beta value of 2.