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In the book "Stock Market Wizards" , author Jack Schwager interviews John Bender- a money manager for Soros Capital, Quantum fund ,etc. John explains how he uses his own research to model a probability distribution of an underlying ticker then uses the optimal option strategy for that model.
Video #2 shows a very rudimentary sample backtest on the SPY. Stay tuned for more topics on backtesting including curve fitting, over-optimization and walk-forward testing.