I’ve been studying and trading options for the past several months. It’s not a style drift, but adding an uncorrelated income stream to the current systematic portfolio of stocks and futures. I have already read several blogs and papers about options, listened to over a hundred podcast episodes, backtested my own ideas and I’m currently […]
Tag: options
I recently decided to study options to understand if a particular negative skew (many small wins, occasional larger losses) strategy fits to my portfolio, which at the moment leans more towards positive skew methods like trend-following that take many small losses compensated by large wins. So it’s not about style drift nor replacing anything in […]