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Tag: portfolio hedge
Chart of the Month – Sell in May and go away? or Hedge a quarter and sleep better?
Sell in May and go away? or Hedge a quarter and sleep better? It was an extraordinary time to hedge a portfolio (or take profit) in November 2017 when the ratio S&P 500 PE/VIX reached 1.80 and was close to 3 standard deviation away from its mean (refer to our…
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