Algorithm Performance: 11/09/2022
Performance Rankings
Market Neutral: -0.15%
Sector Neutral: -0.32%
Variable Market Neutral: -0.54%
Variable Sector Neutral: -0.63%
Base Algorithm: -1.01%
Long Term Portfolio: -1.17%
The Market: -1.53%
What Happened And Why?
Today was a tough one for us all around. No matter how you hedged today, it was very tough to actually go green. Our base was also our only algorithm to beat its baseline, though SN lost only slightly. Unpleasant to see, but with everything we published beating the market today, I’m willing to tolerate it.
Tomorrow’s Outlook
The full algorithm reports will be published tomorrow morning, once Allen has had a chance to vet its recommendations. In the meantime, here are our tentative exposures for the trading day tomorrow:
That’s all for tonight. Thank you for reading, and congrats to everyone who made money today. Let’s keep it going tomorrow.
-Asher
