Persistence and Perspective Through Drawdowns
This is one of those articles where a picture can tell 1000 words. So, in keeping with that idea, we will put some color around what your seeing above in the chart to help visualize...
HiPOS Weekly Update: Countdown to Expiration Day
As we head into the long Memorial Day weekend, our primary HiPOS conservative position is ticking down towards expiration day. With the market holiday Monday, after today we are looking at only 4 trading days remaining for this iteration of the strategy.
HiPOS Update: New Trade - May 2020
After a 9-day hiatus of patiently waiting in cash, ZEGA’s trading team was back at it finding a new HiPOS Conservative short put spread trade. This trade qualified under out strict rules after yesterday’s sharp end of day retracement and lower opening this morning.
ZEGA’s April 2020 Performance Numbers Release
Download a PDF version of our latest performance numbers.
Flash Crash Revisited 10 Years Later: Same Lessons Today?
Today marks the 10-year anniversary of the infamous Flash Crash. Two things here, I cannot believe it has been ten years since the extreme dislocations in price occurred. But second, the lesson for many is still ingrained in investors and advisor’s memory of how unprotected some strategies were.
HiPOS Update: New Entry for April
Today we entered a new HiPOS position. It is a call spread on the S&P 500 index very similar to the one that expired just yesterday, Wednesday the 15th.