The CBOE S&P 500 put write index can be purchased as ETF from Wisdomtree with the ticker symbol PUTW.
Yet another dumb alpha investment idea ...
Saturday, February 27, 2016
Saturday, February 20, 2016
Saturday, January 16, 2016
A chart of log(S&P) during the last 51 years. The dotted blue line is a simple linear regression line, the other lines are parallel to it. The numbers suggest a similarity, which may or may not mean anything.
Posted by Wolfgang at 7:49 AM