Research topic1034 readings
Portfolio and market context
Portfolio and market context methods with explicit inputs, outputs and limits.
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Subtopics
Portfolio construction
Portfolio construction within portfolio-and-market-context.
155 readingsIntermarket and spreads
Intermarket and spreads within portfolio-and-market-context.
264 readingsOptions and volatility
Options and volatility within portfolio-and-market-context.
435 readingsSeasonality and regimes
Seasonality and regimes within portfolio-and-market-context.
180 readingsThe registry
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The archive1034 readings
Readings on this topic
2005Read the implied-volatility regime before calendar-spread assignment2005A late EUR/USD fifth wave tested by the Bund-Treasury gap2005Constructing pairs trades with capitalization-adjusted spreads2005Critique of put spreads versus outright long puts2005Charting put prices beside an equity breakdown2005Closing option spreads with limit or market orders2005Constructing calendars and straddles around implied volatility2005Unfashionable value versus momentum in the book2005Pair-bias bands and opening-print priority2005Country closed-end funds as a weekly regime comparison2005Conservative option writing after a climate and structure check2005Exotic option payoffs beyond the vanilla premium