By Greg Bordelon
Published on June 16, 2024 at 6:00 PM
Model Portfolio Update: Jay, Warren, Casey, and the Virtues of Slugging Summary Up week absolute, upper week relative Rate cuts auger ill for the space, as does OPEC Lower idio inter-sector bets had better deliver better Sharpe Closed two winning pairs and one loser. Added new mean reversion trade Watching Buffet and Momentum factor vol Performance For the week ended 6/14/24, the model portfolio was up 16 bps. Strong performance on Monday led by longs …
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By Greg Bordelon
Published on June 9, 2024 at 7:00 PM
Portfolio Update 6/9/24 Zero Sum Rhymes Summary Model portfolio down small in midst of broader market weakness Incorporating higher risk of OPEC-induced crude oversupply in 2025 Lookback on relative performance in 2014-2016 OPEC market share war Closed three pairs (two winners, one flat); adding three new trades Oil outlook challenged; focused on the two prevailing bullish long-term themes in Energy Performance For the week ended 6/7/24, the model portfolio was down 6 bps as positive …
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By Greg Bordelon
Published on June 9, 2024 at 6:00 PM
Summary Model portfolio down small in midst of broader market weakness Incorporating higher risk of OPEC-induced crude oversupply in 2025 Lookback on subsector performance in 2014-2016 OPEC market share war Closed three pairs (two winners, one flat); adding three new trades Oil outlook challenged; focused on the two prevailing bullish long-term themes in Energy Performance For the week ended 6/7/24, the model portfolio was down 6 bps as positive P&L contributions from the Energy sector …
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