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Moritz Seibert & Moritz Heiden - From CTA to web3 (S5E3)

Flirting with Models

CHAPTER

The Spread Trades

Trent: Spread trades have been performing very nicely for me. I don't see any reason to switch it off. But i don't have like a long turm body of evidence so that i could really say, people need to include spread markets,. otherwise the trenfolling system is incomplete? He says he's not going to be trading the spreads in a different way than any of the other in the portfolio. It needs to adhere to the corp system and sink. So this is something that i'm not using for the outright trent following system, because co integration doesn't play a role when you trade a single market. When you look at two markets together, cointeg

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