SO GOOD IT DOESN'T SEEM RIGHT

A remarkably consistent quad-witching expiry strategy

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 …