Tuesday, September 29, 2009

Quicknote on portfolio

Heading into Tuesday...

-Total Position: Aprox. 5-to-1 net-long, considering lower-beta UUP hedge.
-60% invested
overall
-Pure-longs = 48%


Currently Long (according to size): GS (9.7%), SWM (5.3%), SXCI (5.2%), CFSG (3.5%), CLW (5.1%), CTSH (5%), TSRA (5%), TSL (4.3%), ULTA (3.7%)

Currently Short (according to size):
-UUP-long (12.2%); current inverse correlation with equity markets defines this as an equity hedge

Futures Accounts: no position

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