I have changed my opinion about her. I think she is a fraud. She talks about finding leaps with 0 or 1% time value, and they don't exist....
They are totally different strategies. Going long with a DITM call on SPY is just leverage. Since the market goes up more than it goes down,...
So I read about two ways to use the DITM leap strategy. One is just to use it with calls. The other is based on technical signals, switch...
The problem with experts can be that if they have devoted their whole life to espousing one idea, They are not at all open to new ideas. They...
The link below is an article that discusses how the 200d and 50d moving averages have lost their predictive power since 1993....
No. I relied on his backtests. Is orats free? It seems DITM leaps are a much better strategy?
I just wrapped up my third book on buying LEAPS, and this one brings a fresh perspective. The author suggests allocating 20% of your portfolio to...
Also, I don't expect to beat the market by a lot. If I can beat it by 1 - 1.5% a year with a high sharp ratio, I am happy.
At this point in time, I am no longer a quant. I rely on other people’s backtests, not ones I have done.. The backtesting software I have access...
When I used to do it, we took overfitting into account, and had about 10 statistics we used to make sure they were valid tests, and still failure....
You are both right. I was once a quant, and I have seen so many things work well in backtesting, and then fail. I have even seen things work...
I don’t post much, because I have very little of value to say. Here is something that I think is worthwhile. Very long backtests that were the...
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