Personal update in 2022
Note: This is not affiliated with any organization or entity. Whatever opinions I expressed here is of my own.
What a year it has been!
On the personal portfolio front, I kind of shifted my personal investment philosophy to a complete market neutrality at start of 2021. This works wonder in a bearish regime where the alpha outperformance is simply not losing money!
Last year was a great one with performance of ~ +65.4%. This year dwindled to about +7.19%. With a few days to go before closing book for the year, it’s likely to be approximately +7.30%.
With risk-free rate from various sources such as CPF, SRS + SSB, Tbills and amortized tax gains, you can easily engineer return streams of about 4% to 7%. It’s kind of my hurdle rate for long term sustainable risk free infinite sharpe returns. I wholeheartedly embrace these return sources given a very likely lost decade (once again this is my personal macro view).
Some near term stuff to amuse/torture myself,
- Analyzing deprecated Quantopian Python Tech stack to incorporate some of the best practices in my existing python public repositories
- Front load next semester Graduate Algorithm coursework. One of the most painful endeavour ever. I think it is second my Bachelor Coursework on computing system where I have to build (in a simulator) from logic gates, registers, CPU, assembly language, binary language, creating a programming language with associated grammars.