ABOUT US
Mario Randholm Blog. Mario is the founder of Randholm & Co. S.A.C., an investment management company dedicated to producing superior returns for its clients and employees by adhering to mathematical and statistical methods.
Strategy Update on #RandBots: Volatility & Risk
April 4, 2018 4:53 pm
Because of the expected volatility for futures quarters, I am simplifying the portfolios and removing product risk. Increasing the levels of cash and relocating funds to various strategies with in the site. If you have questions please ask: Removing Risk and Closing Strategies: Bot Future Reason for Removal: Risk Management This is a third-party strategy
- Published in * Randbots.com, * Trade Alert, R Future, XIV
XIV IMPLODED
February 10, 2018 9:19 pm
XIV was one of the holdings of Equity Bots. The system it is under review and I closed the positions. You are read more at: https://www.cnbc.com/2018/02/07/credit-suisse-defends-controversial-xiv-etn-amid-market-turmoil.html https://www.reuters.com/article/us-inverse-etfs/inverse-vix-etfs-halted-from-trading-after-heavy-losses-idUSKBN1FQ1RE?il=0 https://www.reuters.com/article/us-global-markets-regime-analysis/trillion-dollar-risk-lurks-if-market-volatility-doesnt-abate-idUSKBN1FS2M9 https://www.bloomberg.com/news/articles/2018-02-09/trading-vix-a-hell-of-a-drug-as-svxy-keeps-getting-money
- Published in * Randbots.com, VXX, XIV
Market Volatility and Strategies
February 10, 2018 9:02 pm
VIX is consolidating above 25. This is normally a signal for at least 3 sigma event. The SP500 is trading similar to periods with higher volatility. I am removing the strategy VIX Options from RandBots.
- Published in * Randbots.com, TVIX, VIX, VXX, XIV
Market weaker than expected
February 2, 2018 12:10 pm
Yesterday I wrote that the new low could be secure, I was wrong. Today the Unemployment number was better than expected but traders are selling US stocks taking the indexes to a new low today. The question is: Would the next unemployment number be better than this one? The market is selling and the next
- Published in * Trade Alert, SP500, SPX, SPY, Unemployment, USD, VIX, XIV
#VIX is up 7.77%
November 7, 2017 3:25 pm
VIX is up almost 8% Short exposure on cycles of 4 hours look attractive now. RUT is starting to give sell signal in 12 hours cycles. Currently ES, NQ and YM are negative but sellers are not pushing, the close today will be important for bears. VIX is too low for R Option Model, and
- Published in Market Update, VXX, XIV
Market Update #IWM #GOLD #VIX
October 10, 2017 12:35 pm
The market gap up this morning and now we are back to yesterdays levels or lower. VIX traded higher than yesterday close, PRINTING 10.66 – Adding shorts GLD failed to consolidate ABOVE 123 – Adding longs R Option Mini is ALMOST fully invested R Option could increase market exposure if, and only if, the RISK/REWARD