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Research, Page 2

These posts discuss stock market phenomenons, systems, and trading edges. These articles are designed to make you better traders and help you understand and trade more profitably.

S&P Change 2010-2015
Skew Change 2010-2015
S&P Change 2010-2015

Edge of Skew Rank – Part 2

Last article we talked about what is skew. In this article we will talk about ranking the volatility skew rank and it’s edge …

Reasons for stock crushes
Russell3000 return with low crush risk vs high crush risk

Causes for stock price crash

A sudden crash in stock prices is very painful for investors and traders, and since we trade with options – Unexpected crush could …

Distribution of monthly returns
Naked put results during different market states
Naked Put + T Bills

The Edge of Selling Puts

This is the third installment in our series into the edge of selling options. You can see the previous two parts here …