Oct

7

A site claims to have an algorithm for determining "optimal puts" for your portfolio:

"So far, judging by the costs of hedging the iShares Barclays 20+ Year Treasury Bond ETF (TLT), options market participants don't appear to find the prospect of a default likely. But if one were to happen, it's difficult to predict how hard Treasury securities (and ETFs comprised of them) would get hit. For investors who would like to insure against an unlikely but potentially disastrous scenario, here are two ways of doing so."


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