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Spike: Monitoring portfolio health #6

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brian-petersen opened this issue Sep 9, 2022 · 0 comments

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brian-petersen commented Sep 9, 2022

Overall health of portfolio is necessary to track. Things to consider:

Capital utilization:
- IVR 0-24 Deploy 15% of capital
- IVR 25-49 Deploy 35% of capital
- IVR 50+ Deploy 45% of capital
Account neutrality: +/- 200 delta and high theta

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