etfmsolutions: Delta Neutral S&P model with Schwab inputs....02.05.2019

Tuesday, February 5, 2019

Delta Neutral S&P model with Schwab inputs....02.05.2019

Here's a way for Schwab users to trade an S&P based DN model and only incur modest commission fees as SCHB (the SPY ETF proxy in Schwab) trades commission free. Schwab doesn't have an SH proxy (the inverse for SPY) so for now we still have to use the ProShares ETF.
Performance metrics of this model precisely match those of a SPY/SH pairing so save a few bucks and use this version instead. Max drawdown is extremely low compared to the benchmark.

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