Tag Archives: SHY

Hedge fund portfolio update for week of 20111205 and monthly performance update

For the hedge fund portfolio SHY switches from short to long. A stop will be added upon the fill. All other positions remain unchanged. The hedge fund portfolio gained 1.2% for the month of November. Here is a performance report: Trades 41 … Continue reading

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Hedge fund portfolio updates for week of 20111107

For the hedge fund portfolio, SHY reverses from short to long. All other positions are unchanged. All stops have been updated.

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Modifications to the Hedge Fund Portfolio

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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Rebalancing, Modified Asset Allocation, and Analysis

Small portfolio – substantial changes, see below Hedge fund portfolio – substantial changes, see below Futures portfolio – no changes I have changed the asset allocation schemes by collapsing the US and international equities asset classes into a single class … Continue reading

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Updates and analysis

Small portfolio – no changes Hedge fund portfolio – close out long position (205 shares) in SHY, short 213 shares of SHY Futures portfolio – new long position in June emini S&P 500 futures, one contract Here is a summary … Continue reading

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Portfolio Updates For February

Hedge fund portfolio: – close short position in SHY, initiate long position – all other positions are unchanged – January performance: +1.1% Small portfolio: – no changes – January performance: +1.9% Note that weights as fractions of total portfolio values … Continue reading

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Portfolio updates for November

There are no changes to either the small or hedge fund portfolios. Click here for a list of current positions for the hedge fund portfolio. The fund was down 3.6% in September and up 2.1% in October. The cumulative loss … Continue reading

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