Sunday, March 7, 2010

Final update on FAS FAZ short

fas faz account march 2010

It’s been quite a while since I last updated this blog. I’ve been busy programming BlackBerry applications for a personal project. I think the FAS and FAZ short strategy I explained a few months ago is due for a final update.

As expected, with lower volatility, the profit potential of this strategy decreased to almost nothing. for the past 6 months, the strategy performed a meagre 4.8% annualized. It’s time to put this one to sleep.

I intend to update this blog more often for the time to come. If you’re interested in specific subjects, let me know and I will look into writing an article about it.