Monthly Archives: October 2011

Modifications to the Hedge Fund Portfolio

Posted on October 31, 2011 by Ptolemaios

I have made some changes to the hedge fund portfolio, in terms of portfolio composition and parameters for trading strategy. I have increased the diversification of the portfolio by adding an international real estate (RWX) and bond ETF (BWX). I … Continue reading →

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Updates for October 2011

Posted on October 2, 2011 by Ptolemaios

There are two new positions for the hedge fund portfolio: short 2166 shares of DBC and 331 shares of DBA. Note that I am using the functional analysis portfolio to test a new idea. I believe that I know what … Continue reading →

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