shit just kept going up until my new model yeeted my portfolio.
Added volume filters to the TSMOM. The lower the volume, the lower the persistence of trend
Adding higher window lookbacks increases sharpe, but comes at the cost
Dangerous and retarded. I hope this thing fails before it starts
Happy to. Here you go:
Really quick here. Our customers get:
4x financing at 6.25%
5x investing power
Assets split: 90% credit, 10% SPY
90% Credit yield ~8.5%
They make 2.25% positive carry (regardless how equity market performs) , that's ~ 11% returned on their original investment
And they participate in equity market upside from other 10% ... let's assume that 8%
Combined, that gets you to ~14% return with less equity market exposure. the additional 4-5% pick-up compounded over 30 years has massive impact on compounding and cash return
Siempre es bueno recordar la mierda que vendian en 2021. Mira lo que son esas proyeccion de EBITDA totalmente falsas para vender valuaciones altas. Sabian lo que estaban haciendo y se cagaron de plata
Hoy arrancó a cotizar $SATL @Satellogic la empresa argentina de @earlkman en NASDAQ!
El precio cerró en USD 8,1 eso me da un market cap de USD 910 MM y EV de 635 MM. Utilizando proyecciones del management para 2024 tenemos un EV/EBITDAe de 3,2x vs la mediana del sector de 6,2x!
Its theoretically impossible if the cap is actually 9,6% to that of SPY. Whats more probable is that the cap is 9.6% only if SPY goes up 20%. The premiums in itself shift the returns to the right (1% move in spy will not be equal to 1% move in the strategy).
Muchos quejandose del ajuste porque Milei dijo que era solo para la casta. Pero en que universo pensaste que esto se iba salir bailando hijo de la re mil puta. Mira la gente que tenemos para votar. El problema siempre es social. Despues votan Kukas devuelta




















