Wednesday, April 3, 2013

Portfolio Adjustments

March performance (19th March-Mach 31st) : 0.68%

Month end positions:
10% short EURUSD
10% long USDKRW
20% long MIB
20% long NKY


Tuesday April 2nd

Execution sell stop on 20% long NKY position : -0.48% realized
Execution sell stop on 20% long MIB position: -0.11% realized


New positions / open positions
Long 30% NKY at close at 12200 / sell stop 12000
short 10% EURUSD / buy stop 1.2885
long USDKRW 10% / sell stop 1100
long 20% SPY @ 154.9 / sell stop 152.5
short 10% USDBRL @ 2.0134 / buy stop 1.992