ZEGA’s July 2022 Performance Numbers Release - Compliance with GIPS®
Download the latest version of ZEGA's performance release. ZEGA has claimed compliance with the Global Investment Performance Standards
HiPOS Update: The Trade to Set Up the Next Trade
Today ZEGA’s traders rolled the remaining short call spread out a few weeks and up to a higher strike.
New Podcast: Debating What a Recession Is? | Someone is Wrong Between the Market & the Fed
Jay Pestrichelli once again joins Derek Moore to discuss the disconnect between the market’s expectation of future interest rate raises and the Fed’s stated intentions.
Buy and Hedge Retirement Update and Peer Performance Review
This week you may notice some adjustments within portfolios as the ZEGA traders look to rebalance a bit by reinvesting some avoided losses. Typically, we have several tranches or expirations on at a time. As those move towards maturity, we roll them forward to a future expiration. The benefit of having these dates spread apart is the ability to monetize hedges via reinvesting avoided losses.
Buy and Hedge Retirement Update: Explaining Our Fixed Income Hedges
Users of our Buy and Hedge Retirement strategy know that the portfolio is made up of long call options that own a notional amount of the S&P 500 index, and yield producing positions which is currently in fixed income.
HiPOS Trade Update: Layering on a Short Call Spread
Today ZEGA’s traders uncovered an opportunity to add additional premium by selling the other side of our existing short put spread. By selling a short call spread above the market, we’ve brought in an extra potential profit of 1%, while joining the existing expiration date of August 19th.