Wednesday, November 18, 2009

Updated Position (re-shift neutral)

Morning coffee posted over at Evil Speculator today here.

Total Position: roughly market-neutral, considering levered (2x's) TWM and QID hedges
-45.7% invested overall
-Pure-longs = 29%

Currently Long: (according to size): HMIN (7.9%), HEAT (7.1%), DGW (6.6%), SHOO (5.4%), CYD (2.4%)

Currently Short: (according to size): TWM-long (Russell 2k Dbl-short, 10.8%), QID (new today, 5.5%)
(Note: inverse-ETFs TWM and QID represent being dbl-short their respective indices).

Futures Accounts:
-[Edit: had been stopped earlier on Dec Euro Short, worser level, 1.4983, in relevant accounts. No current futures position]

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