Portfolio Construction
Posts about multi-book portfolio construction, time horizons, and allocation decisions.
Get these in your inbox every market day.
AllSkewVIXVol SurfaceGammaTime DecayTrade StructuresSelling PremiumHedgingPosition SizingPortfolio ConstructionCryptoGoldSingle StocksMarket StructureTrading Process
My portfolio: another week where the process paid
Good week in the book. Alpha Generation up around 6% on the week. Long-only made back close to 3% on a broad recovery. YTD now sitting at +6.4% including hedges.
Portfolio ConstructionTrading Process4 min read
Portfolio Highlights: I made 100% on oil overnight. Then I did something most traders won't
Last week I put on an oil put ratio right before Trump's Iran deadline. Short delta, short vol. 2-by-3 ratio.
Portfolio ConstructionTrading Process4 min read
Two time horizons, one portfolio
Your swing trade thesis has a shelf life of about 10 minutes right now.
Portfolio ConstructionTrade Structures2 min read
Two books or one?
Do you run two mental accounts? "My portfolio" over here. "My options trades" over there. Completely separate books.
Portfolio ConstructionHedging1 min read