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    Short call option strategies and inefficient ETFs

    18 Jan 2018

    In the last part, I have described the basic outlines of the ETF’s direct shorting strategy. We have explained that, despite the undeniable yield potential, such strategy also brings many risks that must be kept in mind. Today I would like talk about option strategies that can also be used to short most of the […]

    Contango and its use (2/2)

    30 Nov 2017

    In the last part of our series we have explained the concepts of contango and backwardation, and we have said what does it mean when the market is in contango or backwardation.   Let me now show you how based on ETFs or ETNs, we can use the contango phenomenon in our benefit. The existence […]

    What is alpha and how it can be generated (2/2)?

    16 Nov 2017

    In the last article, we have explored the possibilities of generating alpha on the market. As it can be seen from the list, alpha can be achieved by many ways and through many strategies and instruments.     Reason why I would like to focus in the next chapters of this series on the systematic […]

    What is alpha and how it can be generated?

    9 Nov 2017

    In the long run, investor’s profitability consists of two components. The first one is alpha, which basically tells us what are the investor’s abilities to generate revenue, regardless of the favourable market conditions. It can be said that alpha expresses the investor’s skills. The second part is beta, that tells us how big leverage is being […]

    Quastic new series: Options and Trading of Inefficient ETFs

    2 Nov 2017

    Dear friends and Quastic visitors. My name is Jan Kaška, I am a member of the investment committee of the Charles Bridge GMF hedge fund, the author of many investment strategies – working mainly with options and structured products – and a long-time investor in the financial markets.    New series about trading inefficient ETFs […]