In this thread I'd like to hear from people who have (a) made money in the last month, (b) did it with something more interesting than a massive short on SPY which they put on based on a whim, and (c) are willing to share what their strategy is. Is it options RV? Aggresively buying the dip on ETFs which are trading well below their NAV? Playing the daily range?
I'll start: at pixel time in my trading account I'm up around 9% in March and about 20% YTD. This is on a risk target of 25% per year, so those are big numbers for me (in contrast, I made about 26% in 2019 and that was a good year for me). Just doing what I always do: trend following and carry in a diversified futures portfolio of futures markets (more on my journal thread).
Interestingly I haven't had any standout positions on, so I'm not short stocks or crude, and I'm still long vstoxx and MXPUSD. The market selloff was far too quick for medium speed trend following to pick up on, and the high vol means I haven't been able to establish decent sized positions which might make a very large amount of money. But overall the portfolio has been profitable, turning from long Beta to modestly short Beta on March 3rd which was pretty good timing.
GAT
I'll start: at pixel time in my trading account I'm up around 9% in March and about 20% YTD. This is on a risk target of 25% per year, so those are big numbers for me (in contrast, I made about 26% in 2019 and that was a good year for me). Just doing what I always do: trend following and carry in a diversified futures portfolio of futures markets (more on my journal thread).
Interestingly I haven't had any standout positions on, so I'm not short stocks or crude, and I'm still long vstoxx and MXPUSD. The market selloff was far too quick for medium speed trend following to pick up on, and the high vol means I haven't been able to establish decent sized positions which might make a very large amount of money. But overall the portfolio has been profitable, turning from long Beta to modestly short Beta on March 3rd which was pretty good timing.
GAT
