Market recap 4/8/2020

感受一下之前买sds,后来没出行情,还在bleeding,因为那时候hedge我觉得用put就够了,不要用etf太贵。不过后来当市场有疫情的征兆,结合中国的经验,确实有可能是catalyst,就应该更坚定的调仓,然后hedge.

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Market Recap 4/26/2020

Following the swiftest-ever reversal tighter in Credit spreads and higher in Equity prices, markets have made much headway since earnings season began ten days ago. Is there a valuation problem with corporate assets that price too quick a return to normalcy after the most unusual recession in history? (Commodities and EM FX ex Asia certainly […]

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Building Recommendation System

Recommendation System we called is a very NARROW concept: A system that predicts ratings or preferences a user might give to an item. Rather than a machine learning algo that solve general recommendation problem. Recommendation signal: YouTube use the minutes you watch heavily in their recommend system. Metrics to evaluate the recommendation system RMSE, MSE, […]

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Market Recap 4/9/2020

S&P rebound to 2800 today, reopen the bull market position… The implied vol still very high, options are expensive still. Oil cut doesn’t drive the energy sector up a lot and I feel the long term concern on economy still exist… Feel hard to position the market right now… Keep wealthfront low risk exposure.. Alpha […]

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Market Recap 2/26/2020 Coronavirus

Lessons: Since outbreak of coronavirus in China, I should buy online streaming/face mask stocks in US, to hedge the risk. I should purchase put to hedge the risk I under estimate the severeness of coronavirus and the fear of virus by human nature. I also suffer great losses from AMRN and Energy ETF, one common […]

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Market Recap 2/14/2020

First recap after 2020 rebalance. AMRN and Energy ETF suffer from significant loss AMRN: TBD, looks like we just need to hold it for the long run. Energy ETF, strong believe that it will bounce back, given a huge gap between energy price and the performance of energy ETF. Gold and Silver, light position, for […]

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