Tasty Bites 6-1-2016 show. PDF
This is a good chart of the uncorrelated products. We could sell strangles of Apple and WMT as a pair trade to reduce correlation risk. One thing to remember is that we want to sell strangles when there is high implied volatility rank.
1 comments:
nice post, keep up with this interesting work. It really is good to know that this topic is being covered also on this web site so cheers for taking time to discuss this! fxgm za
Post a Comment