The ‘Fitness Function’ is a great way to balance your investment objectives when looking for an options overlay. For example, you might weight the Sortino, Annual Return, Drawdown and Win Rate to your liking. We discuss this HERE on The […]
10 days until I will be in Quebec City for the CADC. See you there?
We look forward to seeing our friends in Toronto for the Quant World Conference.
It was great to talk about the VIX, backtesting and the options environment on the The Options Insider podcast with Chris & Aash from Swan Global Investments http://www.theoptionsinsider.com/advisors-option-60-exploring-hidden-nuances-vix/
Matt Amberson presents ORATS new backtesting capabilities and case studies at the Benzinga Fintech Conference. See the presentation HERE.
If there are two investments and one has protection using options and the other does not, how do you compare them? Listen to the Advisors Option as I join Option Insider, Mark Longo and Marc Odo, Director of Investment Solutions, Swan Global […]
Benzinga has posted the agenda for the FinTech conference in San Francisco. I am presenting Sept. 28th at 9:37 am if you are in town. See the AGENDA.
I had a great conversation with Carolyn Leonard, former CBOE Member, and head of Dymynd on how women are different from men using options. Listen HERE.
Volatility Views gave us a good chance to discuss our philosophy on the drivers of volatility. Currently, our research is telling us that the component to ETF ratio indicates that volatility has a good chance of rising due to increasing […]
I had the pleasure of co-hosting the Advisors Option this week with Chris Hausman and Aash Vyas of Swan Global Investments. We discussed an educational segment on options gamma, trading in a low volatility environment and options backtesting You can listen […]