Ouch. Still has 4 days of hope
I do sort of diagonals, in various combinations, mainly for directional investing
Seems like a simple way to generate clickviews
or sell some ditm call and catch some premium along the way Its already > 106
What you are actually measering is robustness of your parameters. In general, a method is more reliable when 1) only a small set of variables are...
It is an interesting chart, but returns alone are meaningles. Better to compare sharpe ratio’s for example. Did some googling but could not find a...
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