Options writers and currency futures

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there is no viable profesional strategy based on selling naked put premium on the indexes. however there are many strategies based on selling otm credit spreads on the indexes that have demonstrated solid results especially during bull markets.

 

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Quote from nravo:

Thats a new one to me -- calls only? Ansbacher may do that sometimes, but usually writes both sides. VN, obviously. But there are a dozen or so others -- check Futures magazine over the past 10 years and the pack of the magazine trader profiles -- who write only premium as a strategy and they are selling SP puts -- naked, or strangles and iron condors -- with the ocassional foray into bond futures. I'd be curious to know the names of short call only CTAs. I explored the strategy and can't get much of a return out of it.

of course not. this strategy returns only 30% per year if properly managed. there are many CTAs doing that, you can find them at attaincapital site.