Category: hedging

Optimized, dynamic timing of options sales

I had asked a quant on the Portfolio Armor team recently for a rule of thumb about the best time to sell options before time decay accelerates (so, for example, an investor could roll his protection while recouping some of the cost of hedging). He said he’d check the academic finance [...]

A few updates

- Gold: sold those GLD puts for a 101.5% gain on Tuesday; reversed polarity and bought a few calls. No strong opinion on gold, just thought I’d try this after seeing Tim Knight’s end-of-day video on Monday, which suggested GLD might have hit a support level at the bottom of a channel (though his video [...]

Something of a narrative arc here

In hindsight, there’s a certain narrative arc to these three articles about hedging gold.
8/4: “Why you should consider hedging if you own gold”
8/23: “Gold Goes Parabolic, Hedging Costs Rise”
9/23: “Gold Gets Hammered“

Gold

I just submitted an article about this to Seeking Alpha, so if they publish it, I’ll link to it here [Update: it's been published: "Gold Gets Hammered"]. But in the meantime, here’s a tl;dr version:
I wrote the two articles linked to below last month.  They proved to be good timing. After writing the second one, [...]

Hedging Update

Looking back at an optimal put hedge on GLD
In Tim Knight’s after the close wrap-up video Thursday (“Fire, Walk With Me“), he noted how precious metals had fallen out of bed recently. Below is a look at what happened with an optimal put hedge on the gold-tracking ETF GLD Thursday. Then, [...]

Breaking into the Top-5

A day after cracking the top-10 on AppShopper.com’s top-200 list of highest-grossing finance apps, Portfolio Armor broke into the top-5 today:

Portfolio Armor cracks the Top-10

After 24 straight days on AppShopper.com’s top-200 list of highest-grossing finance apps, Portfolio Armor cracked into the top-10 tonight, for its highest ranking yet:

Hedging Tool for Stocks & ETFs

Available as a web app here:

Algorithmic hedging tool for stocks and ETFs



Also available as an iPhone App:

Tools & Ideas for Short Sellers

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Eminent securities attorney, irreverent Wall Street blogger, and proprietor of BrokeandBroker.com.
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