B.t.w. some of the many papers describing the historical backtests:
https://cdn.cboe.com/resources/educatio ... tegies.pdf
https://www.globalvolatilitysummit.com/ ... tegies.pdf
https://www.aqr.com/Insights/Research/J ... -Uncovered
https://www.monash.edu/__data/assets/pd ... 2020_1.pdf
https://www.troweprice.com/content/dam/ ... _Final.pdf
https://www.aqr.com/-/media/AQR/Documen ... Option.pdf
https://cdn.cboe.com/resources/educatio ... tegies.pdf
https://www.globalvolatilitysummit.com/ ... tegies.pdf
https://www.aqr.com/Insights/Research/J ... -Uncovered
https://www.monash.edu/__data/assets/pd ... 2020_1.pdf
https://www.troweprice.com/content/dam/ ... _Final.pdf
https://www.aqr.com/-/media/AQR/Documen ... Option.pdf
Statistics: Posted by comeinvest — Wed Jun 12, 2024 4:44 am — Replies 79 — Views 6740