Unexpected Gap Hits Stock Index Strategies

On the night between April 2nd and 3rd, after the U.S. markets had closed, we witnessed a rare and sharp price gap that significantly impacted some of our intraweek strategies. While our predefined stop losses are set conservatively between 0.2% and 0.5%, this gap caused nearly a tenfold loss beyond our expectations. This is a … Continue reading Unexpected Gap Hits Stock Index Strategies