Right!!. I have lot of confidence in snake oil vendors simulated result
Some people doesn't have a clue what black swan is. What you describe is "stack and roll" strategy. History is littered with companies being very...
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How good is the COT position report for the currency futures, since most of the trading happens in the spot market?
Spectacular!!
http://www.etf.com/publications/journalofindexes/joi-articles/23019-risk-budget-indexes.html?nopaging=1 Main criterion of CPPI and modified CPPI...
^^ That depends on probability of profit on 10% of their portfolio. CPPI (Constant Protection Portfolio Insurance) follows the same principle....
This still does not seem right. Risk free bonds itself is a insurance and buying tail hedge insurance (which has a negative expected return) on a...
1. Do you have this right? I believe his theme is 90% in risk free and 10% in risky portfolio. If one is in already 90% risk-free assets, there...
I am all for the single payer system. But man "disease merchants"? You are off the rails here. Hope you are not going to be sick in your life....
It is also there in today's Daily Shot. [ATTACH]
Forget stocks, how about bonds. No 2-20 here. It only costs less than 10 basis points https://pensionpartners.com/the-hedge-fund-myth/ [ATTACH]
Not really in last 3 years. Morningstar data says in last 3 year SR was 0.78. Based on last 3 year HFRI return data, i bet they are barely above...
Lots of bold talk about these hedge fund and institutional investors, when their performance is dismal in the last decade. Take a look at HFRI...
Title of this thread is big picture trading. My contention is that looking at Margin debt is not that helpful in predicting equity markets. Even...
I just eyeballed it. If you want to compare last 10 years it is in the same range. [ATTACH] You cannot compare raw numbers and say it is bad...
[ATTACH] Margin debt relative to market cap has remained stable since 2005
We can also argue that, this system also retains some short gamma characteristic since it employs carry signals and shorts vol. futures.
Very much agree. That is why i mentioned, leverage is the key. Cash secured put of the index or at the most 1.4 to 1.5 leverage (one of the...
1. Yes. One will realize this risk premium if they hold long enough. Key here is not to be leveraged. Leverage changes the profile. 2. Assuming...
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