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.
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.
True. I just joined and purchased annual plan and deployed two strategy only to test water. Zen credit spread and curvature credit spread. But observed that curvature spread is making losses since last 3 days where i checked past trades, it did nt happen. I dont know what is wrong with it. If it make more day losses then i am thinking to remove curvature spread. Any suggestion?
Don’t remove just in days or month , ups and down will always comes in algos , stick to one algo for atleast 6 months , and make sure ur diversifying with multiple algos