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RePEcDerivatives & Volatility

Options Trading Impact on Leveraged ETFs

The research shows that option signals from leveraged ETFs can predict the performance of the underlying ETFs, especially during economic downturns, and can be utilized to create a profitable trading strategy.

Featured in No. 51 on 28 May 2024 · on release day

Released
28 May 2024
First featured
No. 51 · 28 May 2024
Published in
Not yet, as far as Semantic Scholar knows
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15
Identifier
RePEc:wly:jfutmk:v:44:y:2024:i:6:p:986-1002

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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