In this cycle I will try to obtain put spreads at zero cost. During the raises buying small positions in atm puts. Selling 40 delta puts with drops of two or three sd deviations and increases in volatility. And I say that I am going to try it, because in excel or python it is all very nice.
In this cycle I will try to obtain put spreads at zero cost. During the raises buying small positions in atm puts. Selling 40 delta puts with drops of two or three sd deviations and increases in volatility. And I say that I am going to try it, because in excel or python it is all very nice.
In this cycle I will try to obtain put spreads at zero cost. During the raises buying small positions in atm puts. Selling 40 delta puts with drops of two or three sd deviations and increases in volatility. And I say that I am going to try it, because in excel or python it is all very nice.
Hahaha! Yeah, in excel and python, backtests *always* look nice. :)
Thanks for putting a smile on my face tonight. And best of luck! I hope it works as well in real life.
have a great night,
Kev