by Bryan
Well, we’re one year in on our Twitter-based virtual trading of our COVES and Synth COVES strategies. Our six-month check-in showed a lot of promise, but how did the strategy fare during the turbulence since April? More importantly, how do we make COVES, you know, investable given its heavy reliance on VIX positioning?
by Bryan
The investment landscape for the average retail investor is riddled with Catch-22s: a bull market will provide excess capital to invest, but it’s likely closer to the peak than the trough, while a bear market is the perfect time to buy cheap, but that capital is tied up in making ends meet. There are products that buck this trend, but most retail investors don’t have the accreditation to access them. Income inequality is widening between the haves and have-nots, discouraging the have-nots from ever entering one of the best avenues to correct the imbalance. How do you succeed when the table is tilted against you? Find the weak points in the table and exploit them until the table is level.
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“Buy Low, Sell High.” It’s essentially the slogan of the market at this point and is the first thing investors point to when uncertainty creeps in. However, the concept of BLSH can also apply to information about the market as well, and if you’re hearing about something through the general public, chances are it’s too late to act upon it. The way to beat this is boring and unsexy, but is ultimately superior.
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After a half-year of tracking its performance via daily updates on Twitter, how is COVES faring? What works? What doesn’t? What mistakes were made? And, most importantly, does COVES deserve to be one of the first smart token investment strategies?
Read Moreby Bryan
The Cyclically Adjusted Price-to-Earnings (CAPE) ratio is a Nobel Prize-winning reflection of long-term over- and under-valuation of a market and its effect on future returns that is applicable to a wide swath of country equity markets. While it is robust and valuable, it fails when applied to regimes where CAPE is being held at its level by outside forces such as war, sanctions, and other applied artificial barriers to market movement.
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Our third post in an ongoing series, we talk about how the currently-underfoot “here” and the observable “there” can be easily linked in a visual and theoretical sense, but that an actual tenable pathway between the two sides takes time, work, and the right plan to make it possible.
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There’s the Omicron variant of COVID-19, The Narrative around Omicron, and the Market’s reaction to The Narrative around Omicron. Make no mistake: there is correlation amongst these designations but it is not a complete overlap.
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To celebrate our latest SSRN paper, we’ve put together a trident of content around our Country-Oriented Volatility-Enhanced Strategies (COVES). The first prong is the SSRN paper itself, the second prong represents a DeFi synth token proposal, and the third and final prong shows a quick application of the COVES template to Haiti, a country that could use a high-return domestic investment vehicle but lacks the foundation (and stock market) to provide it directly. Did I purposely go for a nautically-themed connection between COVES and this trident? NO. THIS INTRO IS OVER.
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Our second post in a ?-part series, we go into detail of why the platforms currently available to retail investors aren’t built in their best interests, as well as provide some powerful steps to take that would provide a platform that truly has the individual investor’s best interests as its focus.
Read Moreby Bryan
The first in a ?-part series, we look into the current landscape of the individual investor, why there’s been such a mad dash toward speculative assets, what’s causing it, and what’s on the horizon to shift retail investing from a game of chasing the in-vogue asset to one that provides true power and ownership to the individual.
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