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                                                   Question on Proxy Trading

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Amritendu Maji
2017-06-25 01:10:36


I have found that mutual funds and indices are better suited in generating signals than the corresponding ETFs. I want to generate signals using mutual funds but trade an ETF.

For example, I want to see if VUSTX or VFINX has the better return over the last 3 months, and if the best return is positive, I want to buy TLT or SPY (depending on the winner). If the return is is not positive, I want to buy SHY.

How can I do that?

Thank you again for all your help. I hope my questions and your answers provide a good reference for future users.

Maji



QuantShare
2017-06-26 09:39:13

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Best Answer
Unfortunately, this is not something that can be done easily. You need to implement the whole strategy in C# (money management script) to handle that.


Amritendu Maji
2017-06-26 11:14:23

  0

Thank you for your reply.

Can you provide a simple example as a "How-To" or a Blog Post so that we can use it as a go by?

Maji



Amritendu Maji
2017-06-26 18:37:59

  0

I found an example... I will try to study it and see if I can understand.
https://www.quantshare.com/item-1689-switch-traded-asset

Thank you,
Maji



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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.