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Strategies & Market Trends : Option Spreads, Credit my Debit -- Ignore unavailable to you. Want to Upgrade?


To: jjs_ynot who wrote (153)6/23/1998 4:02:00 PM
From: ccportfolio  Read Replies (1) | Respond to of 2317
 
Dave,

Don't have, the book in front of me right now...but my understanding of the 100% rate is that of a monthly return that is annualized...

So the trade is only 3 or 4 weeks.... and the return then extrapolated for an annual return of near 100%. I guess, I'm curious as to whether his figures that the OEX stays within 2 sigma 9 out of 10 months is correct... If so...it would seem to be a legit strategy..

What do you think?