
Originally Posted by
manucastle
Thanks for the quick reply Pascal.
Regarding the holding period, would you say 5 days is still relavant or has the Feds QE made this redundant also. If so would you use the TEV divergence to price (or alternatively a stop loss) as the main selling criteria ?
(Maybe, when the Fed stops playing around with the market we can go back to the books methods) :O)
Thanks,
Trev