You should have offered to introduce her to your crack spread.
that’s too advanced ohai… they’re not quite there yet…
True. Maybe that should be reserved for Level 3 proctors.
She was showing you some goodwill and asking to be consolidated.
i am shifting in a non paralell fashion…guess which part is ‘elevated’
Maybe you should have gained an Alpha vis-a-vis’ some Non-diversifiable risk and optimized your M2 a.k.a Train-her-Back with some active management
Harry Markowitz will surely find this name -‘Hairymarkowitz’ very innovative.
Looks like there was no hurdle rate or your investment, even unknowingly, has exceeded the committed capital…was there any RSVI left in her? If so you could ask for your distribution right after the PM session…
Ask her to widen her asset yield curve as you move your duration higher up the curve
You should have asked her to unlever your beta then ARCH processed all over her chest. Wrap it up though, last thing you want to catch is heteroskedacity…
I think the title of this thread is deterring people from reading this thing…this thread has promise of gaining some serious traction.
I think it’s the best thread of Lvl2
Sexy as well =))
pix or it didn’t happen
Yes Best thread of Level 2 ever,
Man u miss the opportunity, this portfolio was optimum on effecient frontier with ur given level of risk but frankly speaking to get this portfoilio any investor ( man) on this planet earth is not risk averse, they are risk lover. If u were not interested u could have lend it to someone ( at Rf ), he could have combined the Rf & Optimum Portfolio to get his desired levl of return…
How about lengthening the duration via accrual tranche?
ROFL mates! CMLSML that was a good one
I just cash flowed all over myself.
i want to throw out after read all the posts…, don’t know why