Measure, Don't Model - Aussie Stock Forums

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  1. #1
    Rotaredom wayneL's Avatar
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    Jul 2004

    Default Measure, Don't Model

    Anyone interested in writing options over the SP500 index (or any index) should read this blog post from Don Fishback:


    I've written on this topic before, but Don appraoches it from a different angle and some nice statistical evidence for writing index options over buying them.

  2. #2

    Default Re: Measure, Don't Model

    Thanks Wayne.

    I like the way he writes. I have Googled several times looking for Options related sites and never came across this one.

    I did a month-to-month analysis of the All Ords since 1980 and found it too did not fit the Bell curve. Hopefully this info provides an "edge" in options trading.

  3. #3

    Default Re: Measure, Don't Model

    thanks for the post

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