Home › Forums › Logical Invest Forum › CROC DELISTED. GLDUSD
- This topic has 8 replies, 3 voices, and was last updated 2 years, 9 months ago by
hiker360.
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- 05/31/2022 at 4:26 pm #83473
bachacha
ParticipantHello everybody, I would like to ask what criteria we should follow in the GLDUSD strategy since the ETN CROC has been delisted. Although we all know that you can emulate the position with a double short position in USDAUD, the problem is that the calculations of the Sharpe ratio and the modified sharpe ratio for the ranking would not be correct since they were made with the CROC returns. any suggestion to follow?
06/01/2022 at 1:59 am #83481Frank1 Grossmann
KeymasterI will look at this today
Regards Frank06/01/2022 at 11:23 am #83493Frank1 Grossmann
KeymasterThere is no replacement anymore for the 2xshort CROC ETF. Best is to sell 2x the value of the Fx AUDUSD or sell 2x the value of the FXA ETF. Selling the Fx AUDUSD would be the better solution.
I will have to make some changes to this strategy.06/01/2022 at 9:39 pm #83504bachacha
ParticipantThanks Frank, I also realized today using the Quantrader backtest that if you remove CROC from the strategy and still don’t replace it with any, the results are pretty much the same. Of course, a better solution from you would be more than welcome.
06/02/2022 at 10:54 am #83515Frank1 Grossmann
KeymasterHere is a new version of the strategy with Fx instead of CROC. You can try it if you copy these 3 ini files in the Quanttrader ini folder.
https://www.icloud.com/iclouddrive/071bwGkPWsHqMm8WaLYbvS7GA#GLD_leveraged_new
06/03/2022 at 7:28 am #83524bachacha
ParticipantThank you Frank
06/18/2022 at 8:42 am #83564hiker360
ParticipantCan you please make this available to me as well? thx
06/20/2022 at 4:24 am #83565Frank1 Grossmann
KeymasterHere is a QT version with updated strategies. We will use these versions by next month
https://1drv.ms/u/s!AlbnOmAnxNETgYWrcXiobaAMur7cxAY?e=c1OLK4
06/22/2022 at 7:41 am #83605hiker360
ParticipantThanks!
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