Squeezing Some Alpha Out of Volatility

6 Şub 2018

I don't care about the direction of the general market because the market does not dictate when and where I find sheer outrageous value. However, I do believe the diligent investor can leverage volatility in crazy market swings like these in order to generate some alpha for their portfolio.

My latest blog post discusses this volatility trade in short, as well as my general thoughts on market directions and their impact on investment decisions. You can check it out here: rockvuecapital.wordpress.com/2018/02/05/the-biggest-drop-in-history/

Always trying to improve,
Brandon

6 Şub 2018

İşlem aktif

After going long on this at $36, I aggressively moved my stop losses up to guarantee a small profit. Right now its a virtually risk - free way to express long vol. That is, unless my stop loss gets gapped down. We'll see.