s*c
2 楼
可行否？
m*n
3 楼
how? for DT ? expiration?
s*c
4 楼
每天买一个本周到期的deep in the money call
r*e
5 楼
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？
【在 s*****c 的大作中提到】
: 可行否？
h*o
6 楼
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.
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
7 楼
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
【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
8 楼
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?
and hold SP500呢?
h*o
9 楼
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?
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
10 楼
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
[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
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