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Read more about the article The Hedge Ratio Should Never Be Static
Code Tips / Trading Systems

The Hedge Ratio Should Never Be Static

The previous post on spread trading kept things simple on purpose. One regression, one slope, one number to rule the whole strategy. Clean and clear. But that static hedge ratio? It's silently absorbing regime drift and calling it a signal. Time to fix it.

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April 28, 2026

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Dr. Fabio Baruffa

Physicist, coder, trader — using Python to transform data, ideas, and curiosity into systematic market insights.
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