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I have been a equity index futures trader for about 18 months now in london trading spreads/ index baskets. I have been for some time tryin to replicate some of the strategies trading options but i am stuck on this problem: Is there anyway I can synthetically buy a call that pays out as a...

Hi there, I trade alpha on correlated stocks. Some of my analysis seem to suggest that the spread, mean reverts faster than one would expect of a random walk. If this is the case then selling the vol appears to be a reasonable stratergy using options. So if i am long share A short share...