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A Tastytrader thinks that study has many holes in it? That's rich. You seem to prefer this type of study. https://www.tastytrade.com/tt/shows/market-measures/episodes/buying-premium-before-earnings-04-26-2016 Buying a straddle which hopes to see significant price and these guys do a study of...

If the info doesn't lead to long term profitability what is the point? Here's the difference between a TT study and a real study. http://www.ruf.rice.edu/~yxing/straddle_201305_03.pdf and not surprisingly, a completely opposite takeaway. Good luck Johnny.

If vol were overstated, why do they advocate managing winners early? Because they are afraid if when vol is not overstated. When vol is understated it can be understated by a great magnitude, when overstated you pick up your nickels.

More food for thought: http://www.ruf.rice.edu/~yxing/straddle_201305_03.pdf

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Everything is free to the kids, they don't work. :cool:

How far out in time are you selling? Or is it based on averaging the 1% per month, i.e. 2 months out for 2% premium?

Who said the government owns it? . Since 2010, the Energy Department has invested more than $100 million to advance a resilient grid infrastructure that can survive a cyber incident while sustaining critical functions. The Department’s cybersecurity work involves ongoing collaboration with a...

Hardening the power grid would also fall under infrastructure IMO.

If you wish to see who is the really BSD, make sure you bring the tweezers. Stop already!

I'm not sure about that because the strategy has drawdowns. The key in any of the long term stuff, IMO, is the discipline to stick with it after a drawdown.

...and a couple of those strategies are...

I think the author had a pretty robust backtest with minimal parameters which would limit data mining along with a 42 year period lookback. As far as buying the dips on indices, good idea but far from a strategy. A strategy, to me at least, needs a concrete reason to enter and a quantified...

The top quintile is rebalanced annually. The prior backtest from 1967-2009 indicated .86 Sharpe ratio and 14.88% standard deviation. From the book What Works on Wall Street.

Wish I had more to offer on the forward performance but as a sector, Consumer staples returned 13.57% from 1967-2009 and 2010-2016 YTD returned 13.06%, pretty consistent.

Does anyone have thoughts or debunking ideas on this strategy? O’Shaughnessy also found that looking for the most fundamentally sound stocks within the consumer staples sector could really improve your odds of success. For example, companies in the top quintile based on shareholder yield...

Sossy's trading career was keeping the bid/ask spread and hedging to go home Delta neutral. When that license to print money was going away he and others built TOS. When TOS was sold, he went on the trader education circuit. When that obligation expired, he founded tastytrade. tastytrade gets...

Saw this the other day, cannot vouch for it's veracity but it is interesting. http://sjoptions.com/spx-bull-put-spreads-taught-by-tasty-trade/

Or you could listen to some of the advice given in thread and avoid blowing up. You don't have the holy grail.

There we go, after all the machinations, selling 1SD SPY strangles = $25 (Net) expectations, risking $256 and tying up $3,800 +/-. 8% return, similar to what other MM has shown. Really, people can't make 2 ES ticks a day while risking 5 points? smh