Sunday, 9 March 2008
Hedged positions
Here's a trade I put on a week ago. It's been steadily increasing in Profit. I realize it's not a perfect hedged position. Short Russell 2000 with a long SP 500 hedge, and long 2yr notes with a short 30yr bond hedge. (I could have used 2 contracts on ZF to make the ZB hedge better balanced and put the position in the green by another 1k).
Labels:
ER2,
ES,
trade strategy,
ZB,
ZF
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