Yo are entirely right. I need to work on the underlying and see if the EV patterns can help us get an edge. So for example, I would not know how to work on a VXX or treasuries model. I'd need to start from scratch.
OK, sorry for not understanding this.
Originally Posted by Pascal
Also for TAN, how many people in our group are really trading TAN?
GDX/IWM are traded by many and have a low correlation.
Pascal
Then in an ideal world I would like not correlated, with liquid 2x / 3x ETFs, popular. I would also care where a stop loss is going to be, not too wide.