Which puts to buy for tail risk hedging?

[Zwaen]

Here's how you set up Spitsnagel's:

So there is beautiful software for this, and I bought SPY data from CBOE and honed my python and excel skills to do the analysis. If only I had known

 

[dorietrading]

So there is beautiful software for this, and I bought SPY data from CBOE and honed my python and excel skills to do the analysis. If only I had known

I also have my own data and software. But with your own software you can use much more parameters to test with and also do complex setups