thanks for the response. i ordered the book, stocks options and collars on Friday; i look forward to receiving it this week. have you found any...
I am interested in the nuances of the strategy. There appears to be very little literature written on the strategy as opposed to the covered call...
the two hamernik studies showed significantly positive results from buying the 30 day ATM call and selling ATM put (which is synthetic long stock....
see my post under Married puts and collars strategy...
thanks for the responses especially daddysboy. he pointed out an area to correct; when rolling up the put, the trader would be selling aless...
Married Put or Collar trading strategy --- big picture 1. buy stock and just ITM put about 4 months out, where max risk (equal to time value in...
the traditional formula used for calculating volatility, based on averaging the log of the daily percent changes, is not the only way to measure...
in theory, selling atm straddles poses no advantages or disadvantages over buying atm straddles. in practice the seller benefits, as long as...
there is an interview Taleb did recently (& since the time of the malcolm gladwell article) in which he discusses his trading philosophy pretty...
Separate names with a comma.