Timeline for Option trading strategy to test crash risk premium
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 5, 2020 at 14:53 | vote | accept | elemenope | ||
| Aug 4, 2020 at 23:57 | comment | added | kurtosis | They absolutely are, but unless you are very well-capitalized, getting wiped out is likely. A number of highly-capitalized firms have been killed by such trades. | |
| Aug 4, 2020 at 20:16 | comment | added | nbbo2 | You could argue that the positive returns are compensation for "kurtosis risk" ;) | |
| Aug 4, 2020 at 19:55 | history | answered | kurtosis | CC BY-SA 4.0 |