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re: Options data analysis -- need help
Posted on 12/13/13 at 9:43 pm to GeneralLee
Posted on 12/13/13 at 9:43 pm to GeneralLee
quote:
You could see if short straddles generate statistically significant profits, if so that would suggest market is overpricing risk ( path peso problem.)
Good idea and will probably test the inverse too (long straddles, underpricing risk))
This post was edited on 12/13/13 at 9:44 pm
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