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Portfolio

cross-asset correlation tracking - why diversification is a lie
·903 words
Algo Development Correlation Portfolio Python Risk-Management Algo-Development
1:30am and i’m staring at correlation matrices again. everyone talks about diversification like it’s free lunch. it’s not. the diversification myth # portfolios are “diversified” until they’re not.
year-end portfolio rebalance - reducing crypto exposure
·600 words
Trading Infrastructure Trading Portfolio Crypto Risk-Management
rebalancing for 2025. reducing crypto allocation. more conservative positioning. current allocation (november) # options: 60% ($267,660) SPX puts, QQQ calls, sector ETFs.
correlation risk - portfolio diversification check
·872 words
Performance Analysis Risk Correlation Python Portfolio
running 3 strategies across different asset classes. but are they actually diversified? checking portfolio correlation to find out. current strategy allocation # mean reversion: