Bilal’s Themes And Trade Idea Update – Our 4 Trades to Start 2022
- By Bilal Hafeez
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- 2 min read
This year we have added one new trade, short USD/JPY, and exited one, long EUR/PLN. Meanwhile, we have kept three core trades: long S&P500 vs Russell, long China rates and long US flatteners (2s10s) versus German flatteners. All our live trades are in the money, and year-to-date the portfolio is up 0.6%. Since inception, our portfolio has annualised returns of 15% with a Sharpe ratio of 2.3.
This year we have added one new trade, short USD/JPY, and exited one, long EUR/PLN. Meanwhile, we have kept three core trades: long S&P500 vs Russell, long China rates and long US flatteners (2s10s) versus German flatteners. All our live trades are in the money, and year-to-date the portfolio is up 0.6%. Since inception, our portfolio has annualised returns of 15% with a Sharpe ratio of 2.3.
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