Wednesday, September 23, 2009

Update on portfolio

While I took the day off from blahging yesterday, I didn't take the day off trading; lifting SKF and TWM hedges early and then adding TQNT, EBIX and DGW longs. Follow realtime on the Twitterspitter if you care about any of this.

Heading into Wednesday...

-Total Position: Aprox. 4.3-to-1 net-long, considering under-levered UUP hedge and temporary ATT (T) short.
-84% invested
overall.
-Pure-longs = 65%.


Currently Long (according to size): SNDA (10.3%), CTSH (5.8%), CFSG (5.7%), SXCI (5.3%), RKT (5.3%), DGW (5.1%), CLW (4.9%), EBIX (4.5%), JDAS (4.2%), TQNT (3.9%), ININ (3.7%), SWI (3.5%), ULTA (3.4%)

Currently Short (according to size):
-UUP-long (12.1%); current inverse correlation with equity mkts defines this as an equity hedge
(Note: inverse-ETFs SKF and TWM represents being dbl-short their respective index).
-Short Cramer's T (7.2%, from 27.12; 1-day Cramer-scalp only)

Futures Accounts: no position

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