blockmas

Entering long in equity derivatives - mid/short-term.

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NYSE:ACM   AECOM
Some of our algorithmic systems are entering long in global equities, mainly in Norway and in the US.

Right now, the mid-term bullish trend is not completely consolidated, so the VaR allocated to each position is extremely slow.

Our systems are entering at market prices with guaranteed trailing stops at 0.3% of our portfolio risk.

If the systems compounds in a near future, they could open new positions at 0.5% of our portfolio risk.

Nevertheless, they will never allocate too much into a long equities strategy, due to they are diversified between leveraged ETFs, A-book CFDs, spot FX, and exchange-traded derivatives.

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