Flirting with Models

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Tag: options (Page 1 of 3)

Option-Based Trend Following

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On June 23, 2020

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

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On May 11, 2020

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

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On March 30, 2020

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.

The State of Risk Management

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On August 20, 2018

We evaluate the state of risk management by exploring the historical performance of eight different risk-managed strategies over the last 20 years.

Indexed Annuity: Masking Risk, Not Destroying It

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On May 4, 2016

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