QuantPedia Seasonality in Options Trading
The research examines the use of Quantpedia's Composite Seasonal Calendar Strategy in options trading to balance risk and returns through the Volatility Risk Premium.
Featured in No. 53 on 12 Jun 2024 · 15 days after release
- Released
- 28 May 2024
- First featured
- No. 53 · 12 Jun 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4861464
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).