Author Topic: Search filters for inverse ETFs  (Read 7344 times)

Erik Dains

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Search filters for inverse ETFs
« on: May 08, 2017, 07:53:52 pm »
This is a fantastic service, but I want to implement a long only strategy using inverse ETFs in place of short positions. What's the most effective way to use the pair database to find pairs including inverse ETFs? Thanks.

admin

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Re: Search filters for inverse ETFs
« Reply #1 on: May 09, 2017, 03:21:05 am »
Dear Erik,

unfortunately searching for special pairs of type regularETF/inverseETF is not yet implemented, we already have it on the TODO list though. In general, we would like to improve the support for pairs like this in the future.
In the mean time, you can try to search for ETF pairs while adding the "Instrument text matches short" condition, which will find some pairs you ask for. It may help you for the time being but far from perfect (it will also match pairs containing "short term", etc...

FYI you can already use PTL for backtesting special strategies designed to trade inverse ETF pairs: https://wiki.pairtradinglab.com/wiki/Trading_Pairs_Based_on_Inverse_ETFs

Live/paper trading of these special strategies is not yet supported in PTL Trader.

Karel