Market Measures - September 30, 2019 - Historical Returns on Strangles

published 2 weeks ago by tastytrade, Inc.

Return on capital is a metric that tells us how much P/L we collect as a % of initial buying power reduction. The question in this segment is how stable is this return on capital figure across the last 14 years? ###Study * SPY, 2005 to 2018 * Se...

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