Commit 146e51

2025-06-23 09:30:38 Viraj Alankar: -/-
finance/investing.md ..
@@ 221,7 221,7 @@
###### Example
- Assume I have $100k invested in plain equities. I want to leverage up to 1.3 to invest in US large cap. I setup an ATM synthetic long 1 year out in SPLG (a lower cost version of SPY):
+ Assume I have $100k invested in plain equities. I want to leverage up to 1.3 to invest in US large cap. I setup an ATM synthetic long 1 year out in SPLG:
- 4 SPLG 2026-03-20 71 Call
- -4 SPLG 2026-03-20 71 Put
@@ 232,7 232,7 @@
\text{Delta Notional Exposure} = (0.50 \times 71 \times 4 \times 100) + (-0.50 \times 71 \times -4 \times 100) = (14200) + (14200) = 28400
```
- The actual cost of the options might be $500 in cash. That means $500 is giving a notional exposure of $28400 in the S&P 500. With portfolio margin, my buying power (coming from the value of current equities) might be reduced by $3k to hold this position, however there is no cost for that.
+ The actual cost of the position might be $500 in cash. That means $500 is giving a notional exposure of $28400 in the S&P 500. With portfolio margin, my buying power might be reduced by $3k to hold this position.
This gives an overall leverage ratio of:
@@ 240,6 240,36 @@
\frac{(100000 + 28400)}{(100000 - 500)} = \frac{128400}{99500} = 1.29
```
+ ##### ZEBRA
+
+ This involves buying 2 .75 delta calls, and selling a .50 delta call. These deltas can be adjusted a bit, but the general idea is it should total about 1 delta. It is similar to a synthetic long stock.
+
+ Overview videos:
+
+ - [How I Trade Zebras in a 5K-10K Account](https://youtu.be/KVVxPwVdmOo?si=6_D68JKfgJq1bGzU)
+ - [What Is The ZEBRA Strategy?](https://youtu.be/cWHNlSmSAJ4?si=jvZ1A3UWTMvPqlZm)
+
+ ###### Example
+
+ Assume I have $100k invested in plain equities. I want to leverage up to 1.75 to invest in US large cap. I setup a ZEBRA 1 year out in SPY:
+
+ - 2 SPY 2026-06-18 545 Call
+ - -1 SPY 2026-06-18 620 Call
+
+ The exposure is:
+
+ ```math
+ \text{Delta Notional Exposure} = (0.75 \times 545 \times 2 \times 100) + (0.50 \times 620 \times -1 \times 100) = (81750) + (-31000) = 50750
+ ```
+
+ The actual cost of the position might be $14k. That means $14000 is giving a notional exposure of $50750 in the S&P 500. With portfolio margin, my buying power might be reduced by $6500 to hold this position.
+
+ This gives an overall leverage ratio of:
+
+ ```math
+ \frac{(100000 + 50750)}{(100000 - 14000)} = \frac{150750}{86000} = 1.75
+ ```
+
#### Futures
##### Example
0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9