As our business grows and we move to more tailored Macro relationships with our core constituency of RE Macro clients, we need to continue to improve how we express our investment process.
See the chart below. The code is simple: red is bad, green is good.
Our overhead "Trend" line for the SPX is 1196.04.
Our buy/cover for a "Trade" line for the SPX is 1104.33.
Our sell/short the bounce line for the SPX is 1127.55.
Our quant models refresh every 90 minutes. These levels incorporate a cash price in the SPX of 1222 at 3PM.
Be patient, but realize that there is plenty of performance to pick up if you trade this volatility well. Process trumps emotion.
KM
See the chart below. The code is simple: red is bad, green is good.
Our overhead "Trend" line for the SPX is 1196.04.
Our buy/cover for a "Trade" line for the SPX is 1104.33.
Our sell/short the bounce line for the SPX is 1127.55.
Our quant models refresh every 90 minutes. These levels incorporate a cash price in the SPX of 1222 at 3PM.
Be patient, but realize that there is plenty of performance to pick up if you trade this volatility well. Process trumps emotion.
KM
