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Looking for decent options strategy for high-probability stock trades

Discussion in 'Options' started by guru, Jun 26, 2019.

Adam777
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TheBigShort said:
Hey guru,

Since you have portfolio margin, I would look at cross asset relative value plays. I believe this is where a lot of alpha lies in the modern times. Model RUT vol on SPX for example. Look at ALL etfs. I have seen a couple get out of line. However, (for me) in Canada it's hard to take advantage since we do not have access to portfolio margin. VAR (vector autoregression) is your friend. I have found countless opportunities using this website(IB displays a more in-depthversion) research https://www.etfrc.com/funds/overlap.php.

Hope that helps.
More...

Sounds interesting. Can you reference any papers or authors?

Last edited: Jul 11, 2019

#21 Jul 11, 2019

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