Could Skewness Be Used with Trading Strategies to Predict Bottom?

“I think a lot of people will again begin to wonder how low is the market going to go? When should we get back in?” said Borochin. “And that is the sort of thing skewness can tell you. If you can predict the bottom, you can predict the upturn. Going forward, this rally will end and there will be a downward rebound. And one might find oneself shorting stocks again, and if one wants to look for a good place to get out of that short position, looking at skewness and a predictor of rebounds would be good there as well.”Q3 2020 hedge fund letters, conferences and moreCould Skewness Be Used with Tra…

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HEDGE accordingly