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RAY RAFFURTY wrote:
>
> Hi Walt,
>
> What an interesting strategy. Do you apply it in low volatility
> situations only? Imagine if you had used it on the S&P the last few weeks.....
Hi Ray,
In cases of High vol, the strategy can work is you are very sure the
vol will go even higher. In the case of the SP it would be better to
simply buy puts, since any major move would logically occur to the
downside.
regards,
Walt
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