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Bob Jane
@bob-jane
Eminent Member
Joined: Sep 6, 2020
Last seen: Jan 31, 2021
Topics: 2 / Replies: 24
Reply
RE: Leveraged Risk Parity Portfolio

@earlyretirementnowcom Karsten, if I am rebalancing monthly by adding in more money, do I still keeping buying VIX at the same ratio.Maybe it's too ea...

6 years ago
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RE: Higher margin requirements on SPX contracts!

I didn't really understand their email. Are they slowly ratcheting up the margin requirements each day?

6 years ago
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RE: Leveraged Risk Parity Portfolio

@nobatmanjokes I really appreciate the heads up 🙂 I've been keeping track of the Mini-VIX futures but I just need the portfolio size to incre...

6 years ago
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RE: Leveraged Risk Parity Portfolio

@earlyretirementnowcom Thanks Karsten. That makes sense. 🙂 It's early days but so far the VIX position is dragging the whole portfolio down des...

6 years ago
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RE: Leveraged Risk Parity Portfolio

@earlyretirementnowcom Would you take into consideration how well each asset has performed? If the target weights haven't changed much in a month, w...

6 years ago
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RE: 9/9 puts

@earlyretirementnowcom Mine were 3195. Hopefully that means I'm learning and not getting too greedy.

6 years ago
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RE: Leveraged Risk Parity Portfolio

@navypack I'm also selling puts as well but I wanted to try something else simultaneously. Granted, I have only just started so I have yet to reba...

6 years ago
Topic
Replies: 20
Views: 14675
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RE: 9/9 puts

My strikes are 3080, 3160, and 3170. A bit greedier than Karsten's. *gulp*

6 years ago
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RE: What a wild ride on 9/4! How did your strikes hold up?

@earlyretirementnowcom Did you target a lower premium because of the run up in the market or did you use other criteria?

6 years ago
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RE: What a wild ride on 9/4! How did your strikes hold up?

My strike was 3435 so I lost some. I think at the time of the trade, it was a 3 delta option? Have you been targeting even lower deltas?

6 years ago
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