How is an ‘Always In’ model better, different and/or more focused than a discrete long/short quantitative model?
Where ‘Aways In’ may simply try to capture drift,
Place for options?
Vig kills?
Continuous vs discrete,
…
–h
How is an ‘Always In’ model better, different and/or more focused than a discrete long/short quantitative model?
Where ‘Aways In’ may simply try to capture drift,
Place for options?
Vig kills?
Continuous vs discrete,
…
–h