Market Intelligence

January 10, 2014 1:50 pm / Published in GLD, Hedge, VIX, VXX
The SP 500 traded higher during the night reaching 1840 while the VIX traded lower. Later after the unemployment data, we had an exaggerated market move in Bonds, Stocks, Gold and Silver. It was interesting to see that while the SP500 felt about 10 points almost reaching yesterday low, the. VIX did not trade higher.

Macro Hedge

November 13, 2013 11:25 am / Published in Hedge
Last night we started a Macro Hedge on the long term portfolio. With a cost of 300USD (Risk Reversal on SPY or cero cost collar) we are protecting about 18k if the SPY trades to 168 at or before Dec 20th . If the SPY is in the range of 172 – 180 we lose

BUY TO OPEN DIA PUT (Hedge Trade)

October 14, 2013 5:10 pm / Published in DIA, Hedge, Market Update
BUY TO OPEN: DIA NOV PUT with strike 152 AT OR BELOW 2.62 DIA Nov15’13 152 PUT (Option) RISK · Large portfolios: Limit risk to .08% · Portfolios lower than 500k USD – looking for a trade of 25% return. This is a hedging trade for the entire portfolio. Mario Randholm www.mariorandholm.com P Before printing