Slope of Hope Blog Posts
Slope initially began as a blog, so this is where most of the website’s content resides. Here we have tens of thousands of posts dating back over a decade. These are listed in reverse chronological order. Click on any category icon below to see posts tagged with that particular subject, or click on a word in the category cloud on the right side of the screen for more specific choices.
Taleb Says It’s Time To Hedge Tail Risk
A few years ago, Nassim Taleb and I followed each other on Twitter, and he was even kind enough to offer his respects on my deadlift PR.
A Football Pool For Stocks
Another Source Of Alpha Kicks In
Since June of 2017, we’ve been posting Portfolio Armor’s top ten names each week, and tracking their performance in real time. So far, we have full 6-month performance data for 135 cohorts, and they’ve outperformed SPY by 0.54% annualized so far. In an article published in February, I wrote about another possible source of alpha, names that appear on my system’s “cash substitute” list:
(more…)Hedging Market Portfolios Using Analytics
What follows is a recording of my presentation to the San Francisco chapter of the American Association of Individual Investors on June 25th. Given the proximity to San Francisco, many of these investors have large positions in current or former employers’ shares, so risk management was of particular concern to them.
Slopers with a similar concerns may find this of interest, although I also discussed the importance of hedging market risk. In addition, I discussed the hedged portfolio method for constructing portfolios designed to maximize expected return while strictly limiting risk.
