I have 45 “live” short positions, which I’ve broken into three equal chunks this weekend. As always, click on any image for a big version. I have zoomed in on what I consider the most germane portion of history.(more…)
Slope of Hope Blog Posts
Slope initially began as a blog, so this is where most of the website’s content resides. Here we have tens of thousands of posts dating back over a decade. These are listed in reverse chronological order. Click on any category icon below to see posts tagged with that particular subject, or click on a word in the category cloud on the right side of the screen for more specific choices.
From our friends at ORATS (which provide Slope with great options data)……..
We ran a large backtest to identify the best maturity, delta, call value as a percent of stock price, earnings strategy, and implied volatility profile for call selling on S&P 500 components.
Symbols used in the test were MSFT, AAPL, AMZN, PFE, JNJ, T, GOOG, BRK_B, JPM, V, PG, UNH, INTC, VZ, HD, MA making up 30% of the S&P 500 weighting.(more…)