diff options
Diffstat (limited to 'Finance/Fundamentals')
| -rw-r--r-- | Finance/Fundamentals/Axioms.md | 3 | ||||
| -rw-r--r-- | Finance/Fundamentals/Indicators.md | 6 | ||||
| -rw-r--r-- | Finance/Fundamentals/index.md | 38 |
3 files changed, 36 insertions, 11 deletions
diff --git a/Finance/Fundamentals/Axioms.md b/Finance/Fundamentals/Axioms.md index b894590..5605622 100644 --- a/Finance/Fundamentals/Axioms.md +++ b/Finance/Fundamentals/Axioms.md @@ -54,3 +54,6 @@ Seasonality is just another way of saying that the Monkeys are back from vacatio Dollar down, Buy commodities Politics is about one thing and one thing only - You can always hire one half of the poor to kill the other + +When Vol spike higher secure profit + diff --git a/Finance/Fundamentals/Indicators.md b/Finance/Fundamentals/Indicators.md index a63df05..8ba52cb 100644 --- a/Finance/Fundamentals/Indicators.md +++ b/Finance/Fundamentals/Indicators.md @@ -48,3 +48,9 @@ plebflation = what we are experiencing, epicerie ect.. (more cpi like?) - Lag PMI by ~6month - Monthly raw volumes of goods produced by industrial firms - Used inconjuction with industry capacity estimate to calculate capacity utilisation ratio for each line of business + +Cooper & gazoline futures as leading indicator + +Interest Rate as Lagging indicator + + 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 | |