The MacroTourist

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SO GOOD IT DOESN'T SEEM RIGHT

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SO GOOD IT DOESN'T SEEM RIGHT

A remarkably consistent quad-witching expiry strategy

Kevin Muir
Jun 22, 2020
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Share this post

SO GOOD IT DOESN'T SEEM RIGHT

posts.themacrotourist.com

This next post is definitely for the traders among us, so if you are a big picture macro thinker, then you can probably skip. However, it’s too interesting a topic to not dig into, and not only that, I think I have stumbled on a decently reliable systematic trade that will hopefully continue to persist.

This past Friday was quad-witching - which is the …

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