Discover and read the best of Twitter Threads about #Rebalance
Most recents (1)
#reflexivity between #bubbles vs #antibubbles once again distorting markets
Artificially low #VIX forces quant strategies (trend, risk parity, vol target) to buy #SPX, squeezes weak shorts
#insurance tends to be cheapest when we need it the most
Anti-bubble framework 👇
Artificially low #VIX forces quant strategies (trend, risk parity, vol target) to buy #SPX, squeezes weak shorts
#insurance tends to be cheapest when we need it the most
Anti-bubble framework 👇
1) Embrace #volatiltiy. Don’t fight it.
2) avoid #leverage, your enemy responsible for financial and emotional distress.
3) Seek negative #correlation and avoid risk of false #diversification. Remember that a portfolio with many holdings is not necessarily diversified.
2) avoid #leverage, your enemy responsible for financial and emotional distress.
3) Seek negative #correlation and avoid risk of false #diversification. Remember that a portfolio with many holdings is not necessarily diversified.
4) Seek #Emotional indifference. If your trading makes you overly happy or sad, you are trading too big.
5) #Rebalance Portfolio = sell high, buy cheap. Now is time to trim risk, add insurance
6) #compound on capital preservation. Goalkeeper most important player in any team.
5) #Rebalance Portfolio = sell high, buy cheap. Now is time to trim risk, add insurance
6) #compound on capital preservation. Goalkeeper most important player in any team.
