Market Measures - July 14, 2020 - Outlier Rank and Large P/L Probabilities

published 3 weeks ago by tastytrade, Inc.

Our studies have shown that supplementing IVR with Outlier Rank (OR) increases average P/L and decreases P/L volatility for SPY strangles; however, is this increase in P/L the result of OR limiting tail risk? Today Tom and Tony discuss whether usin...

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