Search found 259 matches

by dutchtraffic
Tue Apr 23, 2019 3:26 am
Forum: Stocks
Topic: 100% stocks with almost no downside risk
Replies: 4
Views: 2674

Re: 100% stocks with almost no downside risk

?

For a portfolio 10 x as conservative than a PP..? ::)
by dutchtraffic
Mon Apr 22, 2019 4:51 pm
Forum: Stocks
Topic: 100% stocks with almost no downside risk
Replies: 4
Views: 2674

100% stocks with almost no downside risk

I might be missing something here, so if you can shoot some holes in this, please do! Go long QQQ or whatever index, and buy deep itm puts to hedge. Looking at some numbers here, the QQQ 205 put expiring in DEC has just 1.29% annualized timevalue and 77 delta, and QQQ would need to rise about 7somet...
by dutchtraffic
Tue Mar 06, 2018 11:53 am
Forum: Permanent Portfolio Discussion
Topic: New bond ETFs are very helpful
Replies: 3
Views: 1540

Re: New bond ETFs are very helpful

For europeans that want a US style PP, you can now also buy US longterm bonds hedged to euros.

https://www.ishares.com/uk/institutiona ... titutional
by dutchtraffic
Tue Mar 06, 2018 2:03 am
Forum: Permanent Portfolio Discussion
Topic: New bond ETFs are very helpful
Replies: 3
Views: 1540

Re: New bond ETFs are very helpful

This is extremely interesting to me... "hedged to local currency" here means that the forex risk is hedged? I.e. you don't run currency risk when you hold this ETF in euros? I suspect this is a costly affair? This may be a solution to the exasperating problem that we Europeans have, with the crazy ...
by dutchtraffic
Mon Mar 05, 2018 3:16 pm
Forum: Permanent Portfolio Discussion
Topic: New bond ETFs are very helpful
Replies: 3
Views: 1540

New bond ETFs are very helpful

The new global bond ETFs hedged to local currency are very helpful to fix some problems, especially for europeans who didn't know which bonds to buy or simply do not want to hold strictly european bonds. (can't blame them) They are: iShares Global Aggregate Bond (EUR Hedged) UCITS ETF ISIN: IE00BDBR...
by dutchtraffic
Mon Jan 02, 2017 1:28 pm
Forum: Permanent Portfolio Discussion
Topic: IMPORTANT: PP FORUM *NOT* GOING AWAY
Replies: 50
Views: 14028

Re: IMPORTANT: PP FORUM GOING AWAY

Why does everybody want to reinvent the wheel? Why use another platform and lose all organic traffic...? Doesn't make any sense whatsoever ???
by dutchtraffic
Mon Jan 02, 2017 12:19 pm
Forum: Permanent Portfolio Discussion
Topic: IMPORTANT: PP FORUM *NOT* GOING AWAY
Replies: 50
Views: 14028

Re: IMPORTANT: PP FORUM GOING AWAY

Everyone, how important would migration be rather than starting over? The best thing would be to keep the setup as it is right now, same forum, same everything. That way organic traffic is not affected. Google won't like it when all your content is suddenly gone. There's not really any reason for d...
by dutchtraffic
Mon Jan 02, 2017 8:20 am
Forum: Permanent Portfolio Discussion
Topic: Moving out of the PP
Replies: 11
Views: 4873

Re: Moving out of the PP

I consider it extremely unlikely that individual Dutch savings accounts will be at risk when you stay within the limits of government insurance. I do agree that some extra diversification would be better though. Haven't thought about short-term corporates yet. In general I prefer treasuries for saf...
by dutchtraffic
Mon Jan 02, 2017 8:16 am
Forum: Permanent Portfolio Discussion
Topic: IMPORTANT: PP FORUM *NOT* GOING AWAY
Replies: 50
Views: 14028

Re: IMPORTANT: PP FORUM GOING AWAY

For 20-30 $ /month you can run this board on a dedicated server which is 10 -20 times more powerful than it needs to be.
Throw some adsense ads on it and you make multiples of that back.

I really have no idea how this forum is even running into limits, the traffic is very low ???
by dutchtraffic
Fri Nov 18, 2016 3:51 pm
Forum: Permanent Portfolio Discussion
Topic: Trump's Effect on the PP
Replies: 81
Views: 29546

Re: Trump's Effect on the PP

MachineGhost wrote:
dutchtraffic wrote:The drawdown can never be higher than buy and hold :)
Why does your chart (first one) show it higher then?
I think there's something wrong with it, the second chart is also from a much more credible source.
by dutchtraffic
Fri Nov 18, 2016 3:51 pm
Forum: Permanent Portfolio Discussion
Topic: Trump's Effect on the PP
Replies: 81
Views: 29546

Re: Trump's Effect on the PP

And if you are worried about missed gains during a sharp increase of the underlying, then sell 20 delta or even further 5-10 delta, it's pretty much free money if you are that many strikes away.
by dutchtraffic
Fri Nov 18, 2016 3:47 pm
Forum: Permanent Portfolio Discussion
Topic: Trump's Effect on the PP
Replies: 81
Views: 29546

Re: Trump's Effect on the PP

Your graph is selling ATM calls, not OTM, big difference. My bad. I was also thinking of naked not covered. However, do note that in your chart the maximum drawdown is MUCH, MUCH larger than the S&P 500. If the risk/reward is better then I say go for it, otherwise you're just getting a little bit e...