Hedging a High Yield Long Idea
In a post Wednesday morning (“High-Yield Long Idea Idea Continues Strong”), Tim Knight noted the continued strong performance of his long position in the SPDR Barclays High Yield Bond ETF JNK. Back in August, I looked at the cost of hedging JNK, but I thought [...]
On 12.30.11, In Business and Entrepreneurship, History, Investing, Musings memories and observations, Short Selling, Technology, hedging, by David Pinsen
Seeking Alpha published an article of mine touching on this earlier this week, but the tweet below and the chart that follows it illustrate the tl; dr version. Portfolio Armor was designed to help investors hedge, but other uses for it have emerged. One is as a warning flag for investors in securities with high [...]
On 12.23.11, In Business and Entrepreneurship, Musings memories and observations, hedging, by David Pinsen
In a post this fall (“New Features and Things to Come”), I mentioned a few projects that were in the works for Portfolio Armor:
Things to come
A quant on the Portfolio Armor team, a post doctoral fellow at Princeton University, is conducting R&D on the first two features below now. I hope to have [...]
“Days to save the Eurozone”, then the big rally
A couple of days before Wednesday’s coordinated central bank action goosed global markets, Wolfgang Münchau wrote in his FT column (“The Eurozone has only days to avoid collapse”) that if the European summit on December 9th didn’t lead to an ambitious three part plan to [...]
With a subscription web app, when someone subscribes, you have their email address. That’s not the case with an iOS app, since they are downloading it from Apple. I have email addresses for the relative handful of Portfolio Armor iOS app users who’ve e-mailed me, but not for the rest of them.
That presented something of [...]
More functionality isn’t always better
Last week, a developer/entrepreneur (and MBA, as his email signature advertised) asked me to look at his iPhone finance app. He had heard about Portfolio Armor, and mentioned that his app “covered the full spectrum of corporate finance, including options”. So I checked it out, and indeed it did include [...]
On 10.08.11, In Business and Entrepreneurship, Investing, Market Neutral Investing, Marketing, hedging, by David Pinsen
Hedging Tool for Stocks & ETFs
Available as a web app here:
Also available as an iPhone App:
Algorithmic hedging tool for stocks and ETFs
Also available as an iPhone App:
Tools & Ideas for Short Sellers
