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Showing content with the highest reputation on 01/03/2021 in all areas

  1. 1 point
    I have not done many call ratios. Backtesting suggests that naked calls generally generate superior average (not risk adjusted) profit rates. I am not too concerned about the individual trade risks due to the small investment in each trade and the large number of temporally independent trades. I did a few call ratios where the costs of a naked call were too large. These were not included in the report. I shall try to dig into these trades and report the results.
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