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
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