Non-directional strategies for 11-12% yearly return

nitrene · Dec 14, 2011

Quote from spindr0:

Hey! Any idea what the title of that thread is? Thx
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http://www.elitetrader.com/vb/showthread.php?s=&threadid=206482&perpage=6&pagenumber=3

Quote from atticus:

Sell otm puts on low-betas and use zero leverage. BLK has a buy-write fund, but you should do this yourself in shares. Pick a diverse group; many sectors, best in class. 100 shares notional exposure per ticker (1 put), no more than 4 tickers per sector. Go one strike otm and do not adjust. Buy some upside calls in VIX or bull vertical as a hedge on vol, or buy an atm index put for gamma.
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spindr0 · Dec 14, 2011

Thx for the link. Wish there was more meat in it to chew on

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Non-directional strategies for 11-12% yearly return

nitrene

spindr0