New subscriber: Can you please provide more clarity on how to turn your multi-strategy portfolio risk level chart into trades?
Risk unit: Expected volatility % is a subtle concept.
Does this chart mean: Go long on the blue bar categories? Go short on the red?
And if things were equallly weighted in your portfolio this is the amount of volatility you should expect from each category — in the postive direction (if blue) and in the negative direction (if red and you would want if you were short)?
Also, this chart is signals for what expected time-frame?
Yes, anything blue is long, and red is short in the program. The bigger the bar, the more the conviction. Signals are for one-day forward positions- but the signals can often persist for months. Those are the themes we try to highlight. Recent example: Long global stocks, short treasuries, long industrial commodities, and gold.
We can't recommend how many dollars or what % you put to work here, that's part of Prometheus Institutional.
Nice color, especially after Friday's volatility.
Let’s see what Monday brings!
New subscriber: Can you please provide more clarity on how to turn your multi-strategy portfolio risk level chart into trades?
Risk unit: Expected volatility % is a subtle concept.
Does this chart mean: Go long on the blue bar categories? Go short on the red?
And if things were equallly weighted in your portfolio this is the amount of volatility you should expect from each category — in the postive direction (if blue) and in the negative direction (if red and you would want if you were short)?
Also, this chart is signals for what expected time-frame?
Hi James!
Good questions.
Yes, anything blue is long, and red is short in the program. The bigger the bar, the more the conviction. Signals are for one-day forward positions- but the signals can often persist for months. Those are the themes we try to highlight. Recent example: Long global stocks, short treasuries, long industrial commodities, and gold.
We can't recommend how many dollars or what % you put to work here, that's part of Prometheus Institutional.