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Diffstat (limited to 'Finance/Fundamentals/index.md')
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1 files changed, 27 insertions, 11 deletions
diff --git a/Finance/Fundamentals/index.md b/Finance/Fundamentals/index.md index 0ec20b8..663590f 100644 --- a/Finance/Fundamentals/index.md +++ b/Finance/Fundamentals/index.md @@ -12,6 +12,18 @@ [[Technical_analysis]] +# 11 Major Sector + + | Real Estate | Cyclical | + | Health Care | Value/Defensive | + | Financials | Cyclical | + | Utilities | Value/Defensive | + | Consumer Defensive/Staples | Value/Defensive | + | Consumer Discretionary | Cyclical | + | Communication Services | Cyclical | + | Technology | Growth | + | Materials | Cyclical | + | Energy | Value/Cyclical | Delta: Theoretical estimateof how much option premium change for 1$ move in stock @@ -49,16 +61,20 @@ Q3 = Juillet,Aout,Septembre - Charged investor a 2% Management fee and a 20% performance fee thus making 2M in fee and (0.20 * 2M) 4M in performance fee. - 50% of performance fee reinvested into fund +# Relative values trades exemple + +Long ratio at 2 +10% stp loss on ratio = 0.2 +so stp loss at 1.8 on ratio +soft target = 0.2 * 3 = .6 = 2.6 +when soft target hit buy short stop A short more stock B +roll up stp loss + +ATR for spreads: take data for 10month of stock in spread +work out montly ATR +set stop loss as avg of the 2 + +For spread both stock can go up or down does not matter + -# 11 Major Sector - | Real Estate | Cyclical | - | Health Care | Value/Defensive | - | Financials | Cyclical | - | Utilities | Value/Defensive | - | Consumer Defensive/Staples | Value/Defensive | - | Consumer Discretionary | Cyclical | - | Communication Services | Cyclical | - | Technology | Growth | - | Materials | Cyclical | - | Energy | Value/Cyclical | |