Computing Expected Returns On Options Strategies
ARTICLE SYNOPSIS ...With the many strategies you can trade, computing expected returns can be tedious. Using one strategy as an example, we look at how calculating maximum profit and loss plus factoring in the probability of profit can identify profitable statistical arbitrage opportunities...
AUTHOR: Douglas Lyon, PhDDATE: FEB 2019SUBJECT: Options
AUTHOR: Douglas Lyon, PhDDATE: SEP 2018SUBJECT: Quantitative Analysis