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3 Decembor 2013 US Derivatives Spotlight Figure 9: Comparing performance under rising and falling markets: Equity vs. various 36M call option strategies rolle
y consistent across other strategies studied and are available in the Appendix. Strategies involving selling 1M options to finance the longer-dated -ATM calls have had higher risk-adjusted returns than equity and outright calls Strategies involving selling 1M options to finance the longer-dated near
3 Decembor 2013 US Derivatives Spotlight Figure 9: Comparing performance under rising and falling markets: Equity vs. various 36M call option strategies rolle
y consistent across other strategies studied and are available in the Appendix. Strategies involving selling 1M options to finance the longer-dated -ATM calls have had higher risk-adjusted returns than equity and outright calls Strategies involving selling 1M options to finance the longer-dated near
3 Decembor 2013 US Derivatives Spotlight Figure 9: Comparing performance under rising and falling markets: Equity vs. various 36M call option strategies rolle
y consistent across other strategies studied and are available in the Appendix. Strategies involving selling 1M options to finance the longer-dated -ATM calls have had higher risk-adjusted returns than equity and outright calls Strategies involving selling 1M options to finance the longer-dated near
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