Formula For Volatility Adjusted SPY Hedge

Discussion in 'Risk Management' started by jayjay121, Mar 22, 2012.

  1. absolutely good question. I have self taught myself everything i know and i admit there are things im ignorant too, but im never afraid to ask or learn new things. Infact in asking is how ive learnt, now i before i posted this question i really never had a clue how to hedge, but through asking i now have new knowledge, and basically this is how ive got to this point today and also through first hand trading experience.

    I knew a little about beta through and the scoring of each stock correlation and volatility.
    #31     Mar 23, 2012
  2. sorry to sound like a complete fool but i dont understand this part of the formula.


    Do I understand this part correctly?:


    beta score on FINVIZ screener x share quantity x stock price/priceSPY

    many thanks you have been very helpful.
    #32     Mar 23, 2012