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Strategies & Market Trends : Market Gems:Stocks w/Strong Earnings and High Tech. Rank -- Ignore unavailable to you. Want to Upgrade?


To: steve armon who wrote (6156)3/18/1998 7:03:00 AM
From: Daniel Goncharoff  Respond to of 120523
 
Sophisticated option players, MMs, etc. know the historical volatility of every stock, and tend to price the option accordingly. I would expect the strategy to lose money over time, unless I had a reason for thinking that the professionals are mispricing volatility

How long have you been getting consistently good returns? I would have thought Dec, Jan and Feb were hard months to implement this strategy successfully, since the market as a whole went pretty much sideways.

Curiously,

DanG