I was wondering if it would contribute positively to your edge if you're only taking trades in the direction of positive interest, especially if you are a trader that hold positions longer than few days.
I think over the long run, the negative swaps rob away your profits. So maybe just trading in one positive direction, can contribute a small edge.
wondering what everybody thinks
I think over the long run, the negative swaps rob away your profits. So maybe just trading in one positive direction, can contribute a small edge.
wondering what everybody thinks
Working towards CME membership