why curvature credit spread back to back make postion in CE SPREAD AND MARKET GOING UP . from last one month its not doing good, the way it perform from last 1 year. any specific reason behind it
All algos have there up and down time , it’s completely normal , we don’t know right market will keep going up everytime , every algo takes trade when it’s entry conditions are met, curveture is also doing same.
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they are making position in CE only. irrespective of market condition
I’ve replied to a similar question regarding this here and here.
I request you to please refer to those posts once, as they explain how the Algo determines its trade direction and why the recent trade history should not be interpreted as the strategy being designed to take only CE spreads.
If you have any further questions after going through them, feel free to reply, and I’ll be happy to help.