All articles from: June, 2011

Sigma1 Fund Asset Allocation and NAV

Posted on June 28, 2011 by admin and has no comments yet.

Currently all-long, mostly-equity positions: 50 shares EFA 100 shares SCHB 100 shares VEA 100 shares JNK 200 shares PBP 100 shares VTI 100 shares SPY NAV: 36,604.55 USD.

Read more

Sigma1 Fund Trades

Posted on June 7, 2011 by admin and has no comments yet.

Yesterday I made several trades. I bought BWX and WIP to close my short positions, while maintaining long positions in EFA and VEA, effectively going shorter against the USD. Even though I have been emulate the CBOE S&P 500 BuyWrite Index (BXM) for somewhat less than PBP’s 0.75% expense ratio, I decided eat some crow [...]

Read more