The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck

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blog.thinknewfound.com

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https://blog.thinknewfound.com/2023/01/the-hidden-cost-in-costless-put-spread-collars-rebalance-timing-luck/

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Flirting with Models

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2023/01/24

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We have published a new paper on the topic of rebalance timing luck in option strategies: The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck. Prior research and empirical investment ...

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