That would have been a smart way, but there is another problem. The observations will not be independent. The law of large numbers requires that the sample be random, in order for conclusions to be valid. Maybe you have tricks around this problem. I hope it will be the case. In any case, sorry that I am bringing bad news, but I am doing it to help having a valid answer. Thanks for your efforts.
reskfree , one should not make a lot of these simple stats⦠1300 stocks One month only It is what it is I personally couldnât care less what the final results are.
week end 3/14 Starting total premium = 6084$ (intrinsic = zero) Current total premium = 5683$ (intrinsic = 5086) -7%
do you pls. know what is the margin requirement if one were to write that premium, and how it varied over time if any?
thanks. good work! I think if the beta of this portfolio is closer to zero, using your earlier trick, I think you would have some conclusions in here. keep up the good work! very much appreciated.