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Portfolio Management

5 posts tagged Portfolio Management.

Thumbnail from the video All Correlations Go to One

September 5, 2026Portfolio Management

All Correlations Go to One: David Romeo on Double Calendars and Tail Risk

David Romeo had 10 double calendars that looked uncorrelated until one move hit them all. Here is how he now builds a portfolio around tail risk instead.

Thumbnail from the video We Don't Backtest XSP (So We Did This Instead)

July 3, 2026Portfolio Management

How to Backtest 0DTE XSP Strategies (When XSP Data Isn't Good Enough)

XSP is too illiquid to backtest well, so we test on SPX with realistic fees and no exits, then size down. Here is a 4-trade 0DTE XSP portfolio built that way.

Thumbnail from the video 5 Key Principles of an Options Portfolio

April 11, 2026Portfolio Management

5 Principles of an Options Portfolio: How Dan Sheridan Builds One on SPX

Dan Sheridan builds a four-trade SPX options portfolio, about $2,000 per trade, to show how he spreads entry days, strategies, durations, deltas and theta.

Thumbnail from the video Is 0DTE Dead? We Combined All 3 Strategies Into a Portfolio

April 4, 2026Portfolio Management

0DTE Portfolio Backtest: 3 SPX Strategies Combined (Is 0DTE Dead? Part 4)

Is 0DTE dead? Part 4 combines a power hour condor, a McRib butterfly and a NORB condor into one portfolio backtest, then shows the 28% drawdown uncapped.

Thumbnail from the video SPX Options Portfolio Management: Managing by the Greeks

February 28, 2026Portfolio Management

SPX Options Portfolio Management: Managing Multiple Trades by the Greeks

Dan Sheridan combines a put calendar, a 70/65 butterfly and a put credit spread on SPX into one position and shows how to manage it by its combined Greeks.