Exploring a ‘Zero-Risk’ SPY Strategy That Sounds Too Good to Be True
First step of Backtesting performed - There is no clear evidence that this will work. One for sure is, market seems to create the in-efficiency in option pricing - during high interest period.
First step of Backtesting performed - There is no clear evidence that this will work. One for sure is, market seems to create the in-efficiency in option pricing - during high interest period.