The late October-buy

About time for some new investments, and yes, I know, I am late, and I my sorry for keeping you on hold last weekend (it must have been truly devastating for all my currently ca. 14 weekly readers). 

With that said, here comes an overview of my October buy, expected to enter the market on Monday, 10 Oct 2022.    

The asset allocation above is, like the last month, Buy-Side _ September 2022, derived using the expanding window approach as described in The Static, the Expanding, and the Moving and with the single asset characteristic dolvol. My theta for October (θ = -0.30) is also like the one as of September, plus/minus a few decimals that is.