notices - See details
Notices
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stephen davenport (not verified)
12th April 2016 | 12:35pm

The strategy introduces a simple idea but some taxable investors may find ways of combining put and call options around positions and accomplish similar out performance. After much research on the topic, the reasons could be liquidity related. When the volumes decline because of less market participants in these vacation periods, noise (possible negative events) can cause reactions which create negative results. The idea can be simple but extracting the Alpha is where it gets interesting! Great article...