Seeking α Investing Strategy

[Blacksmith.]

SPY: Disciplined Leverage | Seeking Alpha

Apply leverage to the stock holdings. The relative weight of SSO was dynamically adjusted according to 6/VIX. So, for example, when VIX = 24, the stock allocation would consist of 25% SSO and 75% of unleveraged stock holdings.

The constant obviously can be adjusted to accommodate each person's different risk level. The whole idea is to leverage less (i.e., hold less SSO) when VIX increase and vice versa.

 

[Varrick]

SPY: Disciplined Leverage | Seeking Alpha

Apply leverage to the stock holdings. The relative weight of SSO was dynamically adjusted according to 6/VIX. So, for example, when VIX = 24, the stock allocation would consist of 25% SSO and 75% of unleveraged stock holdings.

The constant obviously can be adjusted to accommodate each person's different risk level. The whole idea is to leverage less (i.e., hold less SSO) when VIX increase and vice versa.

Wow, grazie, estremamente interessante; avevo pensato sempre che andare a leva fosse inutile, e invece...

 

[Blacksmith.]

Have Bonds Finally Reached Escape Velocity?

Higher bond yields create a sort of escape velocity at some point where the interest payments offset the interest rate risk.

This point where yields offset interest rate risk can be thought of as a sort of escape velocity where rising interest rates still hurt bond prices, but the interest rate has escaped from most of the potential negative impact of interest rate risk.

This is potentially important today because intermediate and shorter duration bonds are appearing increasingly close to this point of escape velocity. Most short-term government bonds have already achieved this escape velocity.

 

[Cren]

Have Bonds Finally Reached Escape Velocity?

Higher bond yields create a sort of escape velocity at some point where the interest payments offset the interest rate risk.

This point where yields offset interest rate risk can be thought of as a sort of escape velocity where rising interest rates still hurt bond prices, but the interest rate has escaped from most of the potential negative impact of interest rate risk.

This is potentially important today because intermediate and shorter duration bonds are appearing increasingly close to this point of escape velocity. Most short-term government bonds have already achieved this escape velocity.

Che è il vecchio adagio buono per gli FX per fare carry trade: rapporto tra carry e volatilità...

 

[staffo]

Have Bonds Finally Reached Escape Velocity?

Higher bond yields create a sort of escape velocity at some point where the interest payments offset the interest rate risk.

This point where yields offset interest rate risk can be thought of as a sort of escape velocity where rising interest rates still hurt bond prices, but the interest rate has escaped from most of the potential negative impact of interest rate risk.

This is potentially important today because intermediate and shorter duration bonds are appearing increasingly close to this point of escape velocity. Most short-term government bonds have already achieved this escape velocity.

online ho trovato questo

Urban Dictionary: financial escape velocity

It occurs when income earned from your investments is consistently greater than your spending, allowing you to live off of your savings indefinitely.

Traducendolo per i bond , si intende che anche se i prezzi di questi continuano a scendere , la cedola reale compensa la perdita in conto capitale in quanto la spesa per questi bond e' comunque bassa?