s*****c
发帖数: 122 | |
m********n
发帖数: 208 | 2 how? for DT ? expiration? |
s*****c
发帖数: 122 | 3 每天买一个本周到期的deep in the money call |
r*****e
发帖数: 7853 | 4 短期option从概率上讲是送钱，所以不如卖put
【在 s*****c 的大作中提到】
: 可行否？
|
h********o
发帖数: 3320 | 5 Not recommended. It only works if you buy deep in the money call which has
minimal extrinsic value. That means you are using high leverage to
long S P 500, and require a pretty large account because SPX is 10 x size of
SPY. |
m********n
发帖数: 208 | 6 not interested in weekly options, too risky
【在 s*****c 的大作中提到】
: 每天买一个本周到期的deep in the money call
|
s*****c
发帖数: 122 | 7 那么如果每天卖一个本周到期的slightly in the money的SPX的PUT,如此循环代替buy
and hold SP500呢? |
h********o
发帖数: 3320 | 8 sell ATM S&P 500 PUT， either monthly or weekly，in the long term has better
return than buy and hold S&P 500, has less risk, and has better Sharpe
ratio. This is a proved strategy by CBOE research based on 20 years of data.
buy
【在 s*****c 的大作中提到】
: 那么如果每天卖一个本周到期的slightly in the money的SPX的PUT,如此循环代替buy
: and hold SP500呢?
|
r*****e
发帖数: 7853 | 9 YES!
[在 hualianmao (HM) 的大作中提到：]
:sell ATM S&P 500 PUT， either monthly or weekly，in the long term has
better return than buy and hold S&P 500, has less risk, and has better
Sharpe
:ratio. This is a proved strategy by CBOE research based on 20 years of
data.
:buy |
