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TheGodPill


Total Posts: 6
Joined: Dec 2019
 
Posted: 2019-12-17 00:33
I have four separate stock and or stock option strategies that I would like to have helped in fully defining the mathematical representation of my theory and a strong comparison vs industry standard expectations.

The first strategy is extremely simple but also impactful.
Take the logic of the warren Buffett bet, invest your 100% retirement/savings investment into sp500 stock and take the lows with highs and by the lack of fee of managing your own funds or picking up a low fee fund like vanguard, longterm your money safe and reliable to future needs.

Well the margin requirement for investing into an index like the SPY,NDX,RUT,DJX that the portfolio margin limits are max risk = to your account balance assuming the index drops by 6%.

Meaning if I had %100,000. I only need $6,000 to buy $100,000 worth of sp500 stock. That problem is, if the sp500 dropped 1% I would have $99,000 stock and $5,000 cash value, 99k*.06=$5,940 margin requirement meaning our $5,000 is not enough. First l want to illustrate based on market averages(never a down year) that at max margin we predict xyz greater roi by taking 94% into the highest paid AAA bond + the maximized 6% margin that only went up and never hit a margin call, and at the end of every year reevaluate the 94%-6% fund.

Then create an illustration of actual results and what it would have looked like in a real look back based on starting the investment at different time timelines. Indentify the worst time line and then illustrate it as a visual that shows the worse case in comparison to everyone investing without the bond/margin enhancement method of passively investing into an index fund. Also the report would back mathematics with sound financial facts such as the bond debt holder is paid previous the stock holder and the bonds funds allocation allowance is much more scrutinized than the stock funds, and lastly the fact that as the market begins to embark and unforgiving downturn you can decide to stop the bond liquidation to maintain the 6% margin allowance that ensures the stock is always invested with 94% in bond and 6% in stock daily during downturns.

I see this only requiring daily open close stock/ bond data with preferably a look back of at least 1998.

The second long term strategy I'd like to discuss is removing the option strategy of purchasing an option a year out and buying equal number of options at three money to the number of contracts you sell 12% out of the money. The spread between the contracts vs the roi in comparison to the amount of your account balance invested will prove that we can create a hedge fund everything great about the iul without the limits of the contribution to life insurance purchase the correlating commissions, and the arbitrary rules the confine your ability to increase % of option purchase vs bond purchase, by the manufactured version of loans that arise from the variable loan concept. Then compare equal look back analysis of our consistent but above leveraged iul strategy will long term annihilate the potential of any existing iul plan on the market.

Then I have a combo day teasing strategy, one that is repeatable 3 times a week sell credit strategy that never holds the strategy through a market close, and one that is even shorter and designed to capture nearly guaranteed roi by capturing the start of a index price move, but comparing the patterns that are created in 5 sub components of the data created by the 500 individual companies that added formulas mirrors the sp500 index which is the most liquid and cheapest bid ask spread option.

After perfecting the timing strategy I wish to add the sell credit strategy to it and then create a plan in which appropriately quantifies the allowable investment % per day of each strategy to ensure that if the credit strategy were to fail that the timing strategy would be picked up to compensate the difference. Then we will have to solve for the maximum allowable sell credit investment per day based off days volume In the first 30 minutes to quantify a more safe assumption on how much value of timing strategy is capable of picking up immediately during a 20-60 second market swing.

Anyone know a quant , actuary or other professional that can help and or solve my problems if I can elaborate and pay for time?

riskPremium


Total Posts: 24
Joined: Nov 2018
 
Posted: 2019-12-25 03:59
Is this an AI generated article? Some NLP experiment?

riskPremium


Total Posts: 24
Joined: Nov 2018
 
Posted: 2019-12-25 03:59
Is this an AI generated article? Some NLP experiment?

TheGodPill


Total Posts: 6
Joined: Dec 2019
 
Posted: 2019-12-25 17:28
No, I'm real. Seems like what's not real are quants for hire.
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