Categories > Games > Advance Wars

Option Trading Strategy

by Balslev17Mullins

Volatility has many features (mean-reversion, danger premiums, contango/backwardation in futures term structure, reduced relationship to S&P 500, and

Category: Advance Wars - Rating: NC-17 - Genres: Sci-fi - Warnings: [?] - Published: 2016-10-30 - 204 words
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Volatility has many features (mean-reversion, danger premiums, contango/backwardation in futures term structure, reduced relationship to S&P 500, and so on) that make it a distinct possession course, which have lately created VIX methods and items (such as XIV and also VXX) to grow in appeal.

Several techniques have actually emerged to attempt to capitalize on the unique opportunities that are existing, yet couple of successfully do so while also dealing with the extreme ups as well as downs. Our goal is to assist you navigate VIX techniques with a straightforward, yet rigorous approach, that has actually traditionally produced higher returns as well as reduced drawdowns than other popular methods. Our strategies benefit from roll-yield, the volatility risk premium in VIX futures, as well as spot VIX mean-version.

On average, we trade much less compared to 25 times per year for our Roll-Yield + VRP technique, as well as approximately 4 times each year for our Mean-Reversion approach. All profession orders are put at the beginning of the follwing day using market-on-open orders for our Roll-Yield + VRP method, and also all profession orders for our Mean-Reversion technique are positioned during the last 15 minutes of the trading day, so no demand to view the market tick for tick.
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