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/