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Nicolas Rabener
Managing Director
14 May 2021
Published by
FactorResearch
Option Based Strategies: Opt In or Opt Out?
Nicolas Rabener
Managing Director @
FactorResearch
14 May 2021
Nicolas Rabener
Managing Director
14 May 2021
Published by
FactorResearch
- Option-based strategies generated better risk-adjusted returns than the S&P 500 over the last 30 years
- Investors should be wary of buying options and focus on harvesting the volatility risk premium by writing options
- Option-based strategies are an interesting alternative to long-short equity hedge funds for reducing risk
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