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geov
UNITED STATES
Joined:
Sep 11, 2012
Post Count:
1956
Offline
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Feature Request: Exposure Lists for Hedge Module
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Not all hedging periods can be defined with P123 entry and exit rules. For example my Bond Value Ratio indicates general up- and down-bond-market periods. If one uses TLT as a hedge one should not hedge with it during down-bond-market periods, because the high beta TLT will lose money.
http://advisorperspectives.com/newsletters10/...ta_in_the_Bond_Market.php
It would be nice to have exposure lists applicable to the hedge module only. Then one could use outside models to determine exposure to the hedge.
Thanks
Georg
View the feature request
here
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