When VIX traded at all time lows in July 2017 volatility became a subject that was hard to avoid even in the mainstream media. Systematically trading volatility ETF and their options has evolved to be a cornerstone of my portfolio allocation. It is the most short term and most aggressive strategy in my portfolio – it…
Category: implementation
Volatility Strategies in Detail
Let´s put some meat on the bone and dig deeper into the details of the volatility strategies I use in my portfolio. These are the most active, short term strategies I use at the moment. They also use concepts that are more off the beaten path, which makes them more valuable, but also more difficult…
Adaptive Global Asset Allocation Portfolio in Detail
It´s time to dig a bit deeper into the current asset allocation of my portfolio. You can read more here about my process of structuring the portfolio in general and how I think about adapting it to different market conditions. Let´s start with the most important foundation of my portfolio: a global asset allocation…
9 Writing down a plan
Finally all these elements need to be written down in a plan that is clear and easy to understand with rules that we can follow consistently. The real time performance of the portfolio, along with the process of running it, need to be recorded and analyzed in detail. Through ongoing research and experiences, the plan…
