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Frank, thanks. This is a very good paper. I still not certain of the option portion of TLT and GLD. I think these two assets are for hedge purpose. So when the market tanks, we wish treasury and gold price will pop, to offset the loss. If we sell 0.3delta put as a replacement, then we wont see a pop, when market tanks. Can you explain your allocation between normal assets and the option for treasury and gold?
Also in your previous post, you mentioned to sell 0.7 delta put for SPY, while in the paper, you described half long spy half sell at the money put. I guess to sell 0.7 delta put is less risky. Can you help to clarify?
Frank, Can you setup a zoom meeting, to explain how you utilizing options to enhance the performance? I actually didn’t like the CAGR of the Enhanced Permanent Portfolio Strategy. But via option, the CAGR shall be on top of the list, while the drawdown, as the overall risk is not increased, is quite acceptable. thank you.
Is it a recommendation to do the re-balance on first day of the month? Or it isn’t that matter performance-wide, if I enter the trade during early days of the month?