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
2010Name the spread, then construct the legs2010Placing an options strangle in the 2010 market regime2010Delta hedging as context, not cover2010Sizing reserves for condors and pair layers2010Constructing option overlays for beta-adjusted portfolios2010Iron condor range, volatility and diversification2010Equal and unequal strike geometry in a four-leg credit book2010Vertical construction as a bounded-risk procedure2010Index condor overlays and delta repair2010Portfolio construction as a pipeline: a 2010 classroom case2010Treat the pairs book as one risk budget before adding a layer2010Cheap back-month implied volatility is a regime question, not a shopping rule