The Summary Statistics for the "no touch" RUT IC are below. The IC Code of NT, stands for "no touch". Each tab in the spreadsheet contains the Summary Statistics for a different version of the "no touch" IC: Standard, Delta Neutral, and Extra Long Put.
Select this link to open the spreadsheet in Google Docs
A blog about options trading strategies (Iron Condors, Strangles, Calendars, Butterflies), equities rotation strategies, and Java related technologies to backtest and automate trading.
No comments:
Post a Comment