Buy-Side _ August 2022
A new month calls for a new "platonic" investment opportunity! Following my investment strategy, especially using the expanding window as described in The Static, the Expanding, and the Moving, I have re-estimated a new pair of thetas.
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These are indeed very similar (but not exactly identical if you look at the decimals) to those that I previously estimated in A few simple rows.
Nevertheless, using
these new thetas, I obtain the following asset allocation for August 2022.
My buy-side order is
expected to go through this on Monday the 8th of August and the
opening price is yet to be determined (I think). Hence, I report the number of
stocks rather than the total holdings in SEK.
What surprises me the most is the relatively large position toward SINCH.ST, especially after delivering a quite disappointing performance as displayed in Update #0729.
fett
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