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Wifey Profile picture
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Dec 4 • 3 tweets • 1 min read
Everyone has been fighting SPX for the last 6 mths and we have been hedged on the macro (long-term) book running sub 4.5% vols with < -6.5% max dd while trading short-term alpha and benefiting from trading frequency diversification. From all books it’s circa 30% return this year.
This is the macro book it doesn’t not include options PnL (zee puts) or intraday PnL (intras) obviously.
The Druck The 🐐

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More from @WifeyAlpha

Wifey Profile picture
Dec 4
See below
Videos
1 podcast, 8 papers and, 1 book
Read 13 tweets
Wifey Profile picture
Dec 2
You did not listen to me, Ray.

Protect the profits from this year. You see even the big boys fuck it up. We do not. 💪
My macro book is up 21% when pure alpha II is up only 6%
👇👇👇
Read 4 tweets
Wifey Profile picture
Dec 2
No cluster headaches or insomnia for over 3 months now. Blessed. I know we work hard but really all you need is family and health.
It really makes me appreciate the times like this when I can focus on my family and work more while being pain free. When in cycle all you pray for is 24 hours without an attack.
The weird thing is that I have mild PTSD from the attacks. I get memory blacks out and normally my recall is pretty good. You just learn to live with them and you solider on. Last cycle I was hitting 9/10 on pain levels. It was beyond savage. Hopefully next year will be free.
Read 4 tweets
Wifey Profile picture
Nov 29
@Trader_XO The big boys normally have strategic asset allocations that are the core blocks of exposure (large asset managers) then they use tactical asset allocation to trade around the chop. Monthly to yearly rebalances. They need days, weeks to fill positions for strategic so not easy.
@Trader_XO It depends how much AUM they have. Scalable alpha is hard. Being working on it for nearly 5 years now.
@Trader_XO Here check this out matey
Read 7 tweets
Wifey Profile picture
Nov 27
Would you be interested in hearing what is important in portfolio management that many people miss? I will include the potential Wifey ETFs to show you.
You must counteract your negative skew portfolios or skew buckets.

Long-term portfolios like simple buy and hold on SPX have high negative skew. Like Wifey Low Beta ETF; 🐢 passive multi-asset, 🦊 tactical asset allocation, 🐑 enhanced 60/40, 🐒 passive multi-asset.
This is why we have Wifey Alpha ETF. It is important to have positive skew bucket to balance out the negative skew buckets.
Global macro 🐗, market timing 🐋, tail risk 🦅, risk allocation 🐶, trend / momo 🐍
Read 4 tweets
Wifey Profile picture
Nov 27
Wifey ETF 1x and 1.5x leverage. Which one would you go for?
This ETF (idea) is equally weighted on 4 portfolios. 3 are buy and hold MA passive portfolios that rebalance quarterly, yearly and 2 yrs. The last is the tactical asset allocation that trades monthly.

What do you think is my portfolio turnover? Now hit 9% ret for < -20% max dd
If you run 1 billion backtests you are a prick. Yes high number of backtests, high Sharpe ratio. Want better stats just run more backtests.

Don’t fucking lie to yourself. Self-discipline.

You get 3 runs only then you have to throw away the portfolio
Read 4 tweets

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