Hi Tom, What would you suggest to implement the hedges in Indian Stock market where we do not have the inverse ETFs. For shorting futures, you would use the same 21 days and 50 days period ?
Hi Tom. This is off subject of your article but I am currently reading your Position Sizing Book. I understand the concepts of margin risk, ongoing volatility risk but I am a little confused on how do you define total portfolio risk. Thanks for the interesting material it has really been enlightening!
Not being intimately knowledgeable of the Indian Stock market, perhaps the nifty 50 futures. Yes, I would use the same indicators for the hedging vehicle you select, but those parameters work for what I need. You should examine other time periods that might fit better with your returns and risk appetite. You may run your hedge longer term or shorter term than I do. ETR!
Hi Tom. Always appreciate your updates. I've been studying your writings on your sector strategy and find it to be very helpful. Could you share any detail on your momentum strategy as well? Apologies if I've missed that from past articles.
Hi Tom, What would you suggest to implement the hedges in Indian Stock market where we do not have the inverse ETFs. For shorting futures, you would use the same 21 days and 50 days period ?
Hi Tom. This is off subject of your article but I am currently reading your Position Sizing Book. I understand the concepts of margin risk, ongoing volatility risk but I am a little confused on how do you define total portfolio risk. Thanks for the interesting material it has really been enlightening!
Not being intimately knowledgeable of the Indian Stock market, perhaps the nifty 50 futures. Yes, I would use the same indicators for the hedging vehicle you select, but those parameters work for what I need. You should examine other time periods that might fit better with your returns and risk appetite. You may run your hedge longer term or shorter term than I do. ETR!
Hi Tom. Always appreciate your updates. I've been studying your writings on your sector strategy and find it to be very helpful. Could you share any detail on your momentum strategy as well? Apologies if I've missed that from past articles.