Sequentio Limited
Edited
23/01/22 Weekly trade execution update: 🥇Long term investment horizon for stable growth 🥇Quantitative strategies backed by research managed in a systematic way for a balanced portfolio 🥇Active management of portfolio in line with volatility targets for peace of mind Dear eToroians, a warm welcome to our new copiers after becoming official popular investors with copying restrictions being lifted. As previously mentioned, we would be a good addition to any portfolio or form a complete portfolio given our diversified sources of returns being managed in a systematic way, with a wide range of strategies traded and returns not being directly correlated with the stock market. For example, given our bond exposures as part of our risk premia strategy ($TLT, $IEF, and $EMB) the drawdown has been reduced relative to other portfolios being heavily market focused. 14/01/22: Traded our cross sectional momentum and trend following cryptocurrency strategy in line with 1% portoflio volatility: partially closed $MATIC and opened a $DOGE position. Bond and Equity seasonality trades executed with 1.5% portfolio volatility allocated: long $TLT . Traded the statistical arbitrage strategy with trades executed in line with 3% portfolio volatility: closed $PLD (Prologis Inc) position, closed $REXR (Rexford Industrial Realty Inc) position, opened $IEX (IDEX Corp) position, and opened $AME (AMETEK Inc) position. 15th, 16th, and 17th of January: Traded our cross sectional momentum and trend following cryptocurrency strategy in line with 1% portoflio volatility: opened $DOGE position, opened $ADA position, and closed $DOT position. 18/01/22: Traded the statistical arbitrage strategy with trades executed in line with 3% portfolio volatility: closed $FRT (Federal Realty Investment Trust) position, closed $BRX (Brixmor Property Group Inc) position, opened $SBRA (Sabra Health Care REIT Inc) position with $OHI (Omega Healthcare Investors Inc) . 19/01/22: Traded our cross sectional momentum and trend following cryptocurrency strategy in line with 1% portoflio volatility: closed $DOT position. Traded the statistical arbitrage strategy with trades executed in line with 3% portfolio volatility: closed $MAR (Marriott International Inc) position, closed $HLT (Hilton Worldwide Holdings Inc) position, opened $DUK (Duke Energy Corp) position, opened $DTE (DTE Energy Co) position, opened $WMB (Williams Companies Inc) position, opened $LNG (Cheniere Energy Inc) position, opened $WPC (WP Carey Inc) position, opened $STOR (Store Capital Corp.) position, opened $PLD position, and opened $REXR position. 20/01/22: We decided to re-balance our portfolio to reduce market correlated risk and stopped trading the style factors strategy: closed $USMV, closed $QUAL, closed $MTUM, and closed $VTV positions. Traded the statistical arbitrage strategy with trades executed in line with 3% portfolio volatility: closed $DTE position, closed $CMS (CMS Energy Corp) position, opened $MPLX (MPLX LP) position, opened $LNG position, closed $LNG position, closed $OKE (ONEOK Inc) position Re-balanced our risk premia portfolio in line with increased volatility conditions: opened a $GLD position 21/01/22: Traded the statistical arbitrage strategy with trades executed in line with 3% portfolio volatility: closed $AME position and closed $IEX position. Please read our pinned post for further information relating to our strategies.