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Diffstat (limited to 'Finance/Fundamentals/index.md')
| -rw-r--r-- | Finance/Fundamentals/index.md | 18 |
1 files changed, 15 insertions, 3 deletions
diff --git a/Finance/Fundamentals/index.md b/Finance/Fundamentals/index.md index 8b1c754..0ec20b8 100644 --- a/Finance/Fundamentals/index.md +++ b/Finance/Fundamentals/index.md @@ -13,11 +13,11 @@ [[Technical_analysis]] -Delta: Theoretical estimateof how much option premium change for 1$ move in stock +Delta: Theoretical estimateof how much option premium change for 1$ move in stock -Gamma: Rate of Change of Delta +Gamma: Rate of Change of Delta -Notional exposure of calls/puts = # of options * 100 * strike price +Notional exposure of calls/puts = # of options * 100 * strike price Sharpe Ratio = annualised returns / annualised std dev of portfolio @@ -30,6 +30,18 @@ Q1 = Janvier,Fevrier,Mars Q2 = Avril,May,Juin Q3 = Juillet,Aout,Septembre +# Defining Macro Environement +- Is Economy expanding / contracting +- Is GDP above or below zero +- What is GDP doing after stripping out inflation ? Above/Below zero ? +- What is the prevailling lvls of interest rates (nominal rate - inflation) +- what are credit spread doing ? +- what are private sector expectation for growth +- What is current monetary policy settings - Expension/Contraction +- What is current fical policy settings Expension/Contraction +- What are foward looking Equity market Valuation doing ? + + # Hedge Fund Exemple - XYZ Fund as 100,000,000 $ as AUM - Typically hold 25 Long & 25 Short |