Slope of Hope Blog Posts

Slope initially began as a blog, so this is where most of the website’s content resides. Here we have tens of thousands of posts dating back over a decade. These are listed in reverse chronological order. Click on any category icon below to see posts tagged with that particular subject, or click on a word in the category cloud on the right side of the screen for more specific choices.

DANGER: Alligator Crossing on the ES

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Further to my post of June 21 with respect to the SPX, I’d just mention that the three moving averages (each offset into the future) forming the Williams Alligator on its counterpart S&P 500 E-mini Futures Index (ES) have all crossed to the downside, as shown on the following daily chart.

As well, the Awesome Oscillator has just turned negative in Sunday’s overnight trading.

Both of these are signalling potential further weakness ahead.

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Hedging Market Portfolios Using Analytics

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What follows is a recording of my presentation to the San Francisco chapter of the American Association of Individual Investors on June 25th. Given the proximity to San Francisco, many of these investors have large positions in current or former employers’ shares, so risk management was of particular concern to them. 

Slopers with a similar concerns may find this of interest, although I also discussed the importance of hedging market risk. In addition, I discussed the hedged portfolio method for constructing portfolios designed to maximize expected return while strictly limiting risk. 

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