A Tastytrader thinks that study has many holes in it? That's rich. You seem to prefer this type of study....
If the info doesn't lead to long term profitability what is the point? Here's the difference between a TT study and a real study....
If vol were overstated, why do they advocate managing winners early? Because they are afraid if when vol is not overstated. When vol is...
More food for thought: http://www.ruf.rice.edu/~yxing/straddle_201305_03.pdf
For those who haven't heard: We introduce to you tastyworks, our new brokerage firm. Yup, that’s right. tastyworks is your way to ‘refinance’...
Everything is free to the kids, they don't work. :cool:
How far out in time are you selling? Or is it based on averaging the 1% per month, i.e. 2 months out for 2% premium?
Who said the government owns it? . Since 2010, the Energy Department has invested more than $100 million to advance a resilient grid...
Hardening the power grid would also fall under infrastructure IMO.
If you wish to see who is the really BSD, make sure you bring the tweezers. Stop already!
I'm not sure about that because the strategy has drawdowns. The key in any of the long term stuff, IMO, is the discipline to stick with it after a...
...and a couple of those strategies are...
I think the author had a pretty robust backtest with minimal parameters which would limit data mining along with a 42 year period lookback. As...
The top quintile is rebalanced annually. The prior backtest from 1967-2009 indicated .86 Sharpe ratio and 14.88% standard deviation. From the...
Wish I had more to offer on the forward performance but as a sector, Consumer staples returned 13.57% from 1967-2009 and 2010-2016 YTD returned...
Does anyone have thoughts or debunking ideas on this strategy? O’Shaughnessy also found that looking for the most fundamentally sound stocks...
Sossy's trading career was keeping the bid/ask spread and hedging to go home Delta neutral. When that license to print money was going away he and...
Saw this the other day, cannot vouch for it's veracity but it is interesting. http://sjoptions.com/spx-bull-put-spreads-taught-by-tasty-trade/
Or you could listen to some of the advice given in thread and avoid blowing up. You don't have the holy grail.
There we go, after all the machinations, selling 1SD SPY strangles = $25 (Net) expectations, risking $256 and tying up $3,800 +/-. 8% return,...
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