Earlier this month, when we introduced Portfolio Armor‘s new portfolio construction tool on Slope (“A New Approach To Portfolio Construction”), I mentioned that the tool uses an analysis of historical returns as well as option market sentiment to calculate expected returns for the approximately 3,000 securities in its universe. This week, one of those expected return calculations turned out to be eerily prescient, so I thought I’d pull back the curtain a bit on it. (more…)
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.
By Request
In my last post (“A New Approach To Portfolio Construction“), I showed a couple examples of Portfolio Armor‘s new portfolio construction tool in action. You may recall our approach there in broad strokes:
- Find securities with the highest expected returns net of their hedging costs (high “net expected returns”) at your particular risk tolerance.
- Hedge them. (more…)
A New Approach To Portfolio Construction
A New Approach to Portfolio Construction
Hey Fellow Slopers,
Last month, I posted here about a new feature we were working on at Portfolio Armor (“The Hedged Returns Approach”). In that post, I mentioned a couple of problems with typical, long-only, unhedged portfolios: (more…)
The Hedged Returns Approach
Happy New Year, fellow Slopers,
I’ve haven’t posted here as frequently as I would have liked recently, as I’ve been tied up putting the finishing touches on a soon-to-be-released Portfolio Armor website feature called Hedged Returns. Hedged Returns isn’t live just yet, but I thought I’d tell about it in this post, and, in my next post, give you some background details on the mechanics of it. (more…)
Another Look At October’s Tesla Hedge
A Couple Of Interesting Months For Tesla Shareholders
It’s been a couple of months since I posted a hedge on Tesla (TSLA) (“Five-Star Safety For Tesla Longs“), about a month and a half since Tim presciently called a top in the stock (“The Telsa Top“), and about a month since we last looked at that Tesla hedge (“Cushioning The Blow For Tesla Longs“). In this post, I’ll recap that hedge and update how that hedge has reacted since. (more…)
