Hedging strategy by Puru Saxena (@saxena_puru) mentioned on Twitter .
If EMA 50 days is below the EMA 150 days we are in a down trend so let's look at EMA 5 day if it's under EMA 10 days and if these are true then start Hedging your portfolio using the beta value.
Stop hedging when EMA 5 day is over EMA 10 day or EMA 40 days is over EMA 150 days.
@cperruna on Twitter mentions this new way of handling hedging as well.
23) In terms of indicators, I only hedge when IWO closes below its 150day ema AND its 5day ema is also < 10day ema.
As long as IWO is below the 150day ema, I keep hedging/covering on 5/10ema crosses. When IWO closes above the 150day ema, I remove the hedges and ignore the the 5/10ema cross.
chocksy
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@Franchise1375 Thanks for the comment. You are right. I’m going to fix it to use the price.
Franchise1375
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He doesn't use the 50 day in his calculation. It's when the price crosses below 150 day. Thanks for creating!
Cambredin
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Hi, would you be able to make this code public? Would love to take a look!
23) In terms of indicators, I only hedge when IWO closes below its 150day ema AND its 5day ema is also < 10day ema.
As long as IWO is below the 150day ema, I keep hedging/covering on 5/10ema crosses. When IWO closes above the 150day ema, I remove the hedges and ignore the the 5/10ema cross.