Measure, Don't Model

[wayneL]

Anyone interested in writing options over the SP500 index (or any index) should read this blog post from Don Fishback:

https://www.donfishback.com/blog/20...h-and-reporters-who-dont-know-the-difference/

I've written on this topic before, but Don appraoches it from a different angle and some nice statistical evidence for writing index options over buying them.

 

[mitchflem]

Thanks Wayne.

I like the way he writes. I have Googled several times looking for Options related sites and never came across this one.

I did a month-to-month analysis of the All Ords since 1980 and found it too did not fit the Bell curve. Hopefully this info provides an "edge" in options trading.

 

[wakk]

thanks for the post