Holpe

Uncorrelated return streams and high convexity @richmondquant.

Not investment advice.

[Holpe @AndrewHolpe]

RQA Insight - https://t.co/wgMHhYO4UG

[Holpe @AndrewHolpe]

@HML_Compounder @TaxAlphaInsider @Nicholas_Meyers i’m just saying you would get paid short proceed interest from ibkr over 100K which would more than offset the borrow cost and be favored vs diy box. caveat probaly takes more margin. and ofc needs to be a few million or more not a couple 100k

[Holpe @AndrewHolpe]

@HML_Compounder @TaxAlphaInsider @Nicholas_Meyers right. sell boxx at 4% implied plus the 35bp borrow and get 2.5% back on short proceeds (assuming it’s a few million or more). i don’t think the diy box is going to provide short proceeds, it will just offset your negative cash.

[Holpe @AndrewHolpe]

@HML_Compounder @TaxAlphaInsider @Nicholas_Meyers the aim would be to get short interest (>$100k) paid to you for the short offsetting the embedded risk free rate of boxx plus the 35bp borrow. trade off is it will use some margin vs just doing the box on your own.

[Holpe @AndrewHolpe]

@choffstein Congrats

[Holpe @AndrewHolpe]

@__paleologo welcome to RVA

[Holpe @AndrewHolpe]

@choffstein congrats Corey

[Holpe @AndrewHolpe]

@Tyler_Lovingood but did you see the yield

[Holpe @AndrewHolpe]

@orrdavid @IBKR do you use them for your etf?

[Holpe @AndrewHolpe]

@LDrogen Congrats Leigh

[Holpe @AndrewHolpe]

@bennpeifert you had to make a decent covered call strategy vs the xyld/qyld garbage, what’s the process?

[Holpe @AndrewHolpe]

@bennpeifert @TCK_JRubano how do you think about return and risk targets for your program. for example do you run at a target vol or simply just take what the market gives you in terms of profitable dislocations. how do you message this to your LPs?

[Holpe @AndrewHolpe]

@gfc4 https://t.co/o3JjIkzHDI

[Holpe @AndrewHolpe]

@gfc4 yeah, a lead lag relationship but a lot coincidental. which makes sense as the crowd is discounting all macro data into prices. we aggregate econ fundie data into a single output that forecasts growth /contraction. this post takes that model and overlays the SP yoy change

[Holpe @AndrewHolpe]

@__paleologo @Gingfacekillah @Quantum_Sport @SinclairEuan in summary “Together, these ideas reflect the notion that mastery is less about finding hidden wisdom and more about dedicated practice, self-awareness, and ongoing learning. It’s a journey where the process itself leads to transformation, rather than a secret shortcut.”

[Holpe @AndrewHolpe]

@UrbanKaoboy past 8 elections - vol

[Holpe @AndrewHolpe]

@KrisAbdelmessih nice - Buyer's Premium
12%
Buyer shall pay to Concierge a “Buyer's Premium” in addition to the Purchase Price for the Property. The Buyer's Premium is not a real estate commission; it is the fee that Concierge charges to bidders for bringing the Property to auction.

[Holpe @AndrewHolpe]

@Biohazard3737 $btal

[Holpe @AndrewHolpe]

@conorsen but the 5 sharpe diversifies your entire portfolio

[Holpe @AndrewHolpe]

@BobEUnlimited long Qs short QYLD has a pretty decent sharpe

[Holpe @AndrewHolpe]

@EconomPic ntsx