william the wie
Gold Member
- Nov 18, 2009
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II have ended up with a portfolio beta of 0.1-..2.this makes finding a hedge insanely difficult. SPLV at $36.08 and beta 0.77 which I round up to 0.8 means each straddle insurance policy comes in lumps of 14,400 to 28,800 or maybe worse since I round up my own Beta as well and the range is -.23 -+.27, which I listed as -.2-+.3 so my dollar cost average is likely to be off to the downside. Also as you may have noted I rounded down coverage.
Any safety plays to avoid insuring my positions at more than double value?
Any safety plays to avoid insuring my positions at more than double value?