Syestematic ETF Trading Strategy

May 09, 2020 20:00


The session will cover details of Index construction and the free-float Market cap approach. We will look at the advantages and challenges of this approach. We will look at how investing in Index through ETF may be rewarding but it has a high volatility. We will look at the various phases of Index with some measures on - Uptrends, Corrections, Crashes. Then we will cover development of a long only strategy on Index. We will then see how to Hedge the trades using options. We will cover system statistics and compare results with and without the hedge."


Vivek Gadodia

Co-Founder, Dravyaniti

Topics Covered