SPX Straddle - Normalized Return Charts
The last article on RUT straddles ( here ) was very popular, so I thought I'…
Showing posts with label Straddle. Show all posts
Showing posts with label Straddle. Show all posts
RUT Straddle - Normalized Return Charts
In the last two articles ( here and here ), we reviewed the backtest results o…
RUT Straddle - Backtest Results Summary - Part 2
This is a follow up to my RUT Straddle Backtest Results Summary and presents …
RUT Straddle - Backtest Results Summary
Over the last seven weeks we reviewed the backtest results of 28,840 short opti…
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