Monthly Archives: August 2011

Updates

Posted on August 31, 2011 by Ptolemaios

Here are the new positions for the hedge fund portfolio: short: 252 IJR, 428 SCZ, 135 SPY, 1162 VNQ, 385 VWO. Note that I did not renew the subscription for the small portfolio, as I mentioned would be the case … Continue reading →

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New positions for the functional analysis portfolio

Posted on August 22, 2011 by Ptolemaios

New positions for the functional analysis portfolio. Please note that I will only update initial trades, not those that have been closed. long – rice, wheat, gold short – lumber, natural gas, gasoline

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Functional Analysis: A New Trading System

Posted on August 8, 2011 by Ptolemaios

This morning, I initiated a new trading system on collective2 called functional analysis. This is an automated system that uses a proprietary method to select markets and generate trading signals. The portfolio used by this system will be composed of … Continue reading →

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