Flirting with Models

The Research Library of Newfound Research

Tag: options (Page 1 of 2)

The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck

Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants

Option-Based Trend Following

Option strategies can be used to isolate and quantify the cost of whipsaw in trend following strategies, which can help set expectations on whipsaw.

Straddles and Trend Following

A strategy with straddles can be similar to a trend followings strategy and it can highlight the trade off between insurance premiums and deductibles.

One Hedge to Rule Them All

There is no perfect hedge for equity market drops. Rather finding a hedge that pays when you need it and costs little when you don't is the goal.

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