Model Portfolio with SP500 index securities, with Hedging by selling SP500 futures.
The portfolio consists of 10 stocks packages.
The amount invested in each package must be 1/10 of the total value of the portfolio.
Open positions range from several weeks to several years.
For personal portfolios larger than the value of 1 MICRO S&P 500 Future contract.
MICRO S&P 500 Futures x5; MINI S&P 500 Futures x50.
Model Portfolio with SP500 index securities, with Hedging by selling SP500 futures.
The portfolio consists of 20 stocks packages.
The amount invested in each package must be 1/20 of the total value of the portfolio.
Open positions range from several weeks to several years.
For personal portfolios larger than the value of 1 MICRO S&P 500 Future contract.
MICRO S&P 500 Futures x5; MINI S&P 500 Futures x50.
Model Portfolio with SP500 index securities, with Hedging by selling SP500 futures.
The portfolio consists of 40 stocks packages.
The amount invested in each package must be 1/40 of the total value of the portfolio.
Open positions range from several weeks to several years.
For personal portfolios larger than the value of 1 MICRO S&P 500 Future contract.
MICRO S&P 500 Futures x5; MINI S&P 500 Futures x50.
Model Portfolio with SP500 index securities, with Hedging by selling SP500 futures.
The portfolio consists of 80 stocks packages.
The amount invested in each package must be 1/80 of the total value of the portfolio.
Open positions range from several weeks to several years.
For personal portfolios larger than the value of 1 MICRO S&P 500 Future contract.
MICRO S&P 500 Futures x5; MINI S&P 500 Futures x50.
Model Portfolio with STX600 index stocks, hedged by selling STX600 futures.
The portfolio consists of 10 stocks packages.
The amount invested in each package must be 1/10 of the total value of the portfolio.
Open positions range from several weeks to several years.
For Personal Portfolios, the value must be equivalent to that of 1 STX600 Futures contract.
STOXX600 Futures x50.
Model Portfolio with STX600 index stocks, hedged by selling STX600 futures.
The portfolio consists of 20 stocks packages.
The amount invested in each package must be 1/20 of the total value of the portfolio.
Open positions range from several weeks to several years.
For Personal Portfolios, the value must be equivalent to that of 1 STX600 Futures contract.
STOXX600 Futures x50.
Model Trading Portfolio with STX600 index stocks, hedged by selling STX600 futures.
The portfolio consists of 40 stocks.
The amount invested in each package must be 1/40 of the total value of the portfolio.
Open positions range from several weeks to several years.
The Hedging always refers to the portfolio with the maximum number of stocks.
For Personal Portfolios, the value must be equivalent to that of 1 STX600 Futures contract.
STOXX600 Futures x50.
In bullish trends for the EUR and bearish trends for the USD, to maintain the value in EUR of investments in USD, EUR/USD futures (LONG) are purchased for an amount equivalent to the amount invested in USD.
In downward trends for the EUR and upward trends for the USD, in order to maintain the USD value of investments in EUR, EUR/USD futures (SHORT) are sold for an amount equivalent to the amount invested in EUR.
Futures EUR/USD: MICRO 12,500 euros; MINI 62,500 euros; EUR/USD 125,000 euros; EURODOLLAR 1,000,000 euros.