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
2013Iron condors, butterflies, and stops as one risk budget2013Soybean seasonal highs in a five-year carryover regime2013Lunar phase as a seasonal overlay on implied volatility2014Evaluating an annual contrarian sector rank-rotation2014Year-horizon covered calls on Dow yield ranks2014Rank-based sector rotation as a portfolio test2014Friday expiry as a weekly butterfly and iron-condor laboratory2014Long-strangle premium hurdle and event volatility2014Weekly option income adjustments with iron condors and butterflies2014A static iron condor is a market-regime overlay, not an expected-value filter2014Seasonal oil calls across a tracking fund and an energy equity2014Constructing short strangles as range income in futures options