Reddit reviews Trading Short Option Strangles on Company Earning Announcements: Statistical Analysis and Lessons Learned from 502 Consecutive Short Strangle Trades over Eighteen Months
We found 1 Reddit comments about Trading Short Option Strangles on Company Earning Announcements: Statistical Analysis and Lessons Learned from 502 Consecutive Short Strangle Trades over Eighteen Months. Here are the top ones, ranked by their Reddit score.
Anyone trading short vol strategies through the spring probably got hit pretty bad. Long-term, it all works out. I made 20% last year but I gave about half that back in this year's unusual vol shock.
Here is a guy who has made a nice return long-term just selling SPX verticals mechanically. He does have other forms of passive income, so he diversifies outside of the options market alltogether. I have seen similar strategies on the Russel (RUT) and other variations on SPX that also test out well.
https://www.youtube.com/watch?v=8gA8lU6XUmE
Here is an ebook by a guy who made classic tastytrade style earnings trades and tracked his long-term results. Nothing really new in the book but it is nice to see real world proof that things work outside of a backtest or theory.
https://www.amazon.com/Trading-Strangles-Company-Earning-Announcements-ebook/dp/B0121L6Z36/ref=sr_1_4?s=digital-text&ie=UTF8&qid=1527426204&sr=1-4&keywords=option+earnings