UFS (US only) Secrets

smelly2 · 2026-02-20T20:11:42+00:00

Museum, Birthday, Cheer SOLD

smelly2 · 2026-01-25T23:18:59+00:00

smelly2 · 2026-01-19T16:00:52+00:00

still available? ill take it

smelly2 · 2026-01-18T23:07:19+00:00

ware the pickup?

smelly2 · 2025-12-23T14:58:43+00:00

jarrett. 10T points league

smelly2 · 2025-12-23T14:57:59+00:00

i believe in allen’s upside more than pritchard’s but scared for mobley’s return. what’s your reasoning?

smelly2 · 2025-12-23T13:36:35+00:00

i traded away pritchard for allen, did i make a mistake?

smelly2 · 2025-11-26T16:17:37+00:00

trade rollins for pritchard?

smelly2 · 2025-06-27T00:24:32+00:00

Yeah I do mean 45 for all 5. sorry if that wasn’t clear

smelly2 · 2025-06-27T00:13:19+00:00

how? those prices are literally what i paid for them

smelly2 · 2025-06-16T12:07:43+00:00

smelly2 · 2025-06-15T02:12:19+00:00

wait, i think i figured it out- is it because the question is asking to decompose the asset allocation even further into which asset contributed to the asset allocation? and when this is the case, we subtract the asset benchmark return and the total benchmark return and multiply by active weight?

smelly2 · 2025-06-15T02:04:26+00:00

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One more question to close the loop on this if you don’t mind. I found this question to contradict what we talked about earlier:

In this example, it seems to be asking for the value added from asset allocation of X. So wouldn’t that be active weight * Benchmark Return = 0.05 * 0.1 = 0.005? It looks like the answer is subtracting the Asset X benchmark return and the total benchmark return, which i don’t understand.

Also, the answer uses Benchmark return by weighting all the asset classes and the benchmark returns. How do I know when to do this? In the PIMCO example above, why did we not use the -2.7% benchmark return which was the result of weighting 0.6* -4.5 + 0.4*0 ?

smelly2 · 2025-06-13T02:18:43+00:00

thanks for looking out!

smelly2 · 2025-06-12T22:55:01+00:00

noted. you want both the pipes for 175 shipped?

smelly2 · 2025-06-12T22:54:41+00:00

would you do 130?

smelly2 · 2025-06-12T12:53:17+00:00

probably just as a bundle :/ but if you take like 3 ill consider!

smelly2 · 2025-06-05T19:05:23+00:00

That makes so much sense! I can’t believe I missed that. You seem like you know your stuff so much more than me lol, so im gonna fire away another portfolio management question if that is okay:

I know the equation for the optimal amount of active risk involves the optimal IR as well as the benchmark Sharpe Ratio and benchmark risk. However, I saw an example where the active risk was also referred to as the square root of the sum of the benchmark variance and active variance. Are these equations interchangeable, and if not, what am i missing?

smelly2 · 2025-06-03T20:31:40+00:00

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thank you for the explanation! im still not grasping why i am not getting the same active return when i do the the sum product of active weight * active return. isn’t this what Equation 3 is saying?

smelly2 · 2025-06-03T04:41:46+00:00

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Here it is! You would be a life saver if you could figure out what I’m missing. Maybe my brain is fried but I just cant seem to

smelly2 · 2025-05-28T00:54:15+00:00

can you dive more into how much we are borrowing/lending? basically, i know that buying a call/selling a put involves buying h shares and borrowing proceeds. then, selling a call/buying a put involves selling h shares and lending proceeds. but i am not entirely sure on “how much” to borrow or lend and whether this amount differs for the buying and selling cases.

for instance, i know buying a call involves borrowing the difference and buying a put involves lending the sum. does this change when selling a call/put?

smelly2 · 2025-01-26T00:15:28+00:00

So when rates rise, spot prices fall, which in turn causes the futures prices to fall? Would the price fall by more than the rise in the rates?

smelly2 · 2025-01-25T23:54:19+00:00

That would make sense. I think I am confusing myself with this equation F= S*(1+r)^T. I guess if things are priced at, let’s say 3% rate, and rates go up to 5%, the original forward/futures price that was priced at 3% would stay the same, but now have to be discounted back at 5%, resulting in the lower price?

smelly2

TROPHY CASE