Portfolio Rebalance 2/10/2025

Andreas Himmelreich

Feb 10, 2025

∙ Paid

Correction: go to “Correction” Heading!
THE POSITIONS I POSTED (behind the paywall) ARE CORRECT!

Let’s start:

#PortfolioBook1 had a nice out of sample (= running live) start:

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#PortfolioBook1 Backtest:

Correction

Correction: Sorry I made a mistake with the above version of #PortfolioBook1 (the above is heavily hedged). THE POSITIONS I POSTED (behind the paywall) ARE CORRECT!

Corrected #PortfolioBook1 Backtest:

#Portfolio2Book with (started a bit later) with a staterging -0.36% ;-)

#PortfolioBook2 Backtest:

Here are the rebalanced positions (Both books rebalance every Monday):

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